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Financial crisis and stock market efficiency: Empirical evidence from Asian countries · Study

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ArticleFinancial crisis and stock market efficiency: Empirical evidence from Asian countries

Kian‐Ping Lim2007

Article2007

Financial crisis and stock market efficiency: Empirical evidence from Asian countries

Kian‐Ping Lim · Robert Brooks · Jae Hong Kim

255 citations·0/0 files stored·International Review of Financial Analysis

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

2002Cronyism and capital controls: evidence from Malaysia 1999What caused the Asian currency and financial crisis?1999Do foreign investors destabilize stock markets? The Korean experience in 1997 1999Financial Market Contagion in the Asian Crisis 2000Stock Market Openings: Experience of Emerging Economies 1999What Triggers Market Jitters? A Chronicle of the Asian Crisis 2007Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 1999What triggers market jitters?

Cited by

2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis 2012Measuring capital market efficiency: Global and local correlations structure 2021COVID-19 and financial market efficiency: Evidence from an entropy-based analysis 2015Global financial crisis and emerging stock market contagion: A volatility impulse response function approach 2006Ranking market efficiency for stock markets: A nonlinear perspective

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Details

Year2007

Typearticle

Published2007-03-16

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations255

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.irfa.2007.03.001

openalex_workW2015539243

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2021

Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic

2015Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone

2016Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model