Advanced Search
MyIDEAS: Login to save this article or follow this journal

Price effects of stock market liberalization in Taiwan

Contents:

Author Info

  • Kwan, Felix B.
  • Reyes, Mario G.
Registered author(s):

    Abstract

    No abstract is available for this item.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/B6W5X-45FY5B7-4D/2/4d30b8e31c3aab30d08e5a24914c68d3
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal The Quarterly Review of Economics and Finance.

    Volume (Year): 37 (1997)
    Issue (Month): 2 ()
    Pages: 511-522

    as in new window
    Handle: RePEc:eee:quaeco:v:37:y:1997:i:2:p:511-522

    Contact details of provider:
    Web page: http://www.elsevier.com/locate/inca/620167

    Related research

    Keywords:

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Kim, S.W. & Rogers, J.H., 1993. "International Stock Price Spillovers and Market Liberalization: Evidence from Korea, Japan, and the United States," Papers 4-93-7, Pennsylvania State - Department of Economics.
    2. Baillie, R.T. & Degennaro, R.P., 1988. "Stock Returns And Volatility," Papers 8803, Michigan State - Econometrics and Economic Theory.
    3. Robert F. Engle & Victor K. Ng, 1991. "Measuring and Testing the Impact of News on Volatility," NBER Working Papers 3681, National Bureau of Economic Research, Inc.
    4. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    5. Tauchen, George E & Pitts, Mark, 1983. "The Price Variability-Volume Relationship on Speculative Markets," Econometrica, Econometric Society, vol. 51(2), pages 485-505, March.
    6. Bera, Anil K. & Jarque, Carlos M., 1982. "Model specification tests : A simultaneous approach," Journal of Econometrics, Elsevier, vol. 20(1), pages 59-82, October.
    7. John Mullin, 1993. "Emerging equity markets in the global economy," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 54-83.
    8. Chou, Ray Yeutien, 1988. "Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(4), pages 279-94, October-D.
    9. Koot, Ronald S. & Padmanabhan, Prasad, 1993. "Stock market liberalization and the distribution of returns on the jamaican stock market," Global Finance Journal, Elsevier, vol. 4(2), pages 171-188.
    10. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
    11. Kim, Dongcheol & Kon, Stanley J, 1994. "Alternative Models for the Conditional Heteroscedasticity of Stock Returns," The Journal of Business, University of Chicago Press, vol. 67(4), pages 563-98, October.
    12. Chen, Yea-Mow, 1993. "Price limits and stock market volatility in Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 1(2), pages 139-153, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009.
    2. Guluzar Kurt Gumus, 2010. "The Effect of Foreign Investors on Security Markets: The Case of Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(44), pages 58-85.
    3. repec:ebl:ecbull:v:7:y:2007:i:10:p:1-14 is not listed on IDEAS
    4. repec:bor:iserev:v:11:y:2011:i:44:p:58-85 is not listed on IDEAS
    5. repec:bor:iserev:v:11:y:2011:i:44:p:29-57 is not listed on IDEAS
    6. Serkan Yilmaz Kandir, 2010. "Investigating Investment Preferences of Institutional Investors toward ISE Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(44), pages 29-58.
    7. Jaleel, Fazeel M. & Samarakoon, Lalith P., 2009. "Stock market liberalization and return volatility: Evidence from the emerging market of Sri Lanka," Journal of Multinational Financial Management, Elsevier, vol. 19(5), pages 409-423, December.
    8. Ýhsan Ugur Delikanli, 2010. "Financial Reporting for the Repo Transactions and the Impact of Proposed Amendments in IAS 39 and IFRS 7," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(44), pages 1-28.
    9. repec:bor:iserev:v:11:y:2011:i:44:p:1-28 is not listed on IDEAS
    10. Jayasuriya, Shamila, 2005. "Stock market liberalization and volatility in the presence of favorable market characteristics and institutions," Emerging Markets Review, Elsevier, vol. 6(2), pages 170-191, June.
    11. Umutlu, Mehmet & Akdeniz, Levent & Altay-Salih, Aslihan, 2010. "The degree of financial liberalization and aggregated stock-return volatility in emerging markets," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 509-521, March.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:quaeco:v:37:y:1997:i:2:p:511-522. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.