The Second International conference on corporate Governance in emerging Markets is one in a series of academic events organized by the Emerging Markets Corporate Governance Network (EMCGN). The Global Corporate Governance Forum (GCGF) at the IFC endorses and supports the Network, which was first...

This study examines the daily, weekly, and monthly behavior of volatility in emerging stock markets in local currency and in dollar-adjusted returns. An iterated cumulative sums of squares methodology is used to identify the points and magnitude of shocks/sudden changes in the unconditional...