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The impact of volatility shifts on market efficiency: the case of four emerging Southeast Asian stock markets

Tan, Hui-Boon; Wong, Mei-Foong; Elshareif, Elgilani Eltahir - In: Global Business and Economics Review 17 (2015) 2, pp. 203-216

The purpose of this paper is to analyse the behaviour of four Southeast Asian stock markets during the intervals of high uncertainties that accompany crises. Our analysis emphasises the effect of unexpected volatility shifts on market efficiency of the four emerging Southeast Asian markets over...

Persistent link: https://www.econbiz.de/10011266448