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Financial crisis and stock market efficiency: Empirical evidence from Asian countries
8 references·16 citing·51 second hop
Financial crisis and stock market efficiency: Empirical evidence from Asian countries (2007)Financial crisis and stock market efficie…Are Asian stock markets efficient? Evidence from new multiple variance ratio tests (2007)Are Asian stock markets effic…Cronyism and capital controls: evidence from Malaysia (2002)Cronyism and capital controls…Stock Market Openings: Experience of Emerging Economies (2000)Stock Market Openings: Experi…What triggers market jitters? (1999)What triggers market jitters?What Triggers Market Jitters? A Chronicle of the Asian Crisis (1999)What Triggers Market Jitters?…What caused the Asian currency and financial crisis? (1999)What caused the Asian currenc…Financial Market Contagion in the Asian Crisis (1999)Financial Market Contagion in…Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…The Effects of Mandatory ESG Disclosure on Price Discovery Efficiency Around the World (2022)The Effects of Mandatory ESG …Information uncertainty, investor sentiment, and analyst reports (2021)Information uncertainty, inve…COVID-19 and financial market efficiency: Evidence from an entropy-based analysis (2021)COVID-19 and financial market…Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic (2021)Analysis of stock market effi…A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices (2017)A multifractal detrended fluc…Investigation 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 (2016)Investigation of market effic…Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone (2015)Has the 2008 financial crisis…Global financial crisis and emerging stock market contagion: A volatility impulse response function approach (2015)Global financial crisis and e…The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion (2014)The impact of the 2008 and 20…Measuring capital market efficiency: Global and local correlations structure (2012)Measuring capital market effi…Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets (2011)Weak-form Market Efficiency a…Modelling stock returns in Africa's emerging equity markets (2009)Modelling stock returns in Af…Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009)Analysis of efficiency for Sh…An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation (2009)An empirical investigation of…Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets (2007)Nonlinear serial dependence a…Ranking market efficiency for stock markets: A nonlinear perspective (2006)Ranking market efficiency for…Manias, Panics and Crashes (1978)A Model of Balance-of-Payments Crises (1979)A Simple Model of Herd Behavior (1992)What Is Systemic Risk, and Do Bank Regulators Retard or Contribute to It? (2003)Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)The more contagion effect on emerging markets: The evidence of DCC-GARCH model (2012)An examination of herd behavior in equity markets: An international perspective (2000)Multifractal detrended fluctuation analysis of nonstationary time series (2002)A multifractal approach for stock market inefficiency (2008)Cross-correlations between Chinese A-share and B-share markets (2010)An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014)Asymmetric efficiency of cryptocurrencies during COVID19 (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Dating the integration of world equity markets (2002)Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)American Economic Review (2019)Fractional Brownian Motions, Fractional Noises and Applications (1968)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Complexity testing techniques for time series data: A comprehensive literature review (2015)Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets (2020)The Behavior of Stock-Market Prices (1965)Efficient market hypothesis in European stock markets (2010)Are stock markets really efficient? Evidence of the adaptive market hypothesis (2016)Bridging the divide in financial market forecasting: machine learners vs. financial economists (2016)Bank Runs, Deposit Insurance, and Liquidity (1983)Leading Indicators of Currency Crises (1998)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)International Financial Crises: Causes, Prevention, and Cures (2000)‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion (2005)The great retrenchment: international capital flows during the global financial crisis (2011)Contagious Currency Crises (1996)Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Contagion and Trade: Why Are Currency Crises Regional? (1998)Financial market integration in Europe: on the effects of EMU on stock markets (2002)Empirical modelling of contagion: a review of methodologies (2005)Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2010)Determinants of corporate borrowing (1977)The Cross-Section of Expected Stock Returns (1992)Law and Finance (1998)Political connections and preferential access to finance: The role of campaign contributions (2007)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)Firm-Level Political Risk: Measurement and Effects* (2019)Risk measurement when shares are subject to infrequent trading (1979)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Inferring Trade Direction from Intraday Data (1991)Contagion: Understanding How It Spreads (2000)Investor psychology in capital markets: evidence and policy implications (2002)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)
this work references cited by second hop

References

  • 2002Cronyism and capital controls: evidence from Malaysia1,566 cited
  • 1999What caused the Asian currency and financial crisis?915 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997896 cited
  • 1999Financial Market Contagion in the Asian Crisis594 cited
  • 2000Stock Market Openings: Experience of Emerging Economies557 cited
  • 1999What Triggers Market Jitters? A Chronicle of the Asian Crisis329 cited
  • 2007Are Asian stock markets efficient? Evidence from new multiple variance ratio tests311 cited
  • 1999What triggers market jitters?308 cited

Cited by

  • 2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis229 cited
  • 2012Measuring capital market efficiency: Global and local correlations structure185 cited
  • 2021COVID-19 and financial market efficiency: Evidence from an entropy-based analysis144 cited
  • 2015Global financial crisis and emerging stock market contagion: A volatility impulse response function approach139 cited
  • 2006Ranking market efficiency for stock markets: A nonlinear perspective137 cited
  • 2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic

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134 cited
  • 2015Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone127 cited
  • 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 model108 cited
  • 2022The Effects of Mandatory ESG Disclosure on Price Discovery Efficiency Around the World102 cited
  • 2009An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation99 cited
  • 2014The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion92 cited
  • 2011Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets86 cited
  • 2007Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets84 cited
  • 2021Information uncertainty, investor sentiment, and analyst reports84 cited
  • 2009Modelling stock returns in Africa's emerging equity markets83 cited
  • 2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices80 cited