IDEAS home Printed from https://ideas.repec.org/r/eee/jcecon/v28y2000i2p321-339.html
   My bibliography  Save this item

The Impact of Financial Liberalization on Stock Price Volatility in Emerging Markets

Citations

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


Cited by:

  1. Amar Singh & Arvind Mohan, 2020. "An Empirical Model of Indian Foreign Investment and Stock Market Volatility: Evidence From ARDL Bounds Testing Analysis," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(2), pages 154-162, April.
  2. Wei, Zhihua & Wu, Deqian & Zeng, Aimin & Li, Bo, 2024. "Spillover effects of MSCI inclusion announcement: Evidence and implications from China," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
  3. Helen Higgs & Andrew Worthington, 2004. "Transmission of returns and volatility in art markets: a multivariate GARCH analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 11(4), pages 217-222.
  4. Andrew Worthington & Helen Higgs, 2006. "Market Risk in Demutualized Self-Listed Stock Exchanges: An International Analysis of Selected Time-Varying Betas," Global Economic Review, Taylor & Francis Journals, vol. 35(3), pages 239-257.
  5. Orlov, Alexei G., 2006. "Capital controls and stock market volatility in frequency domain," Economics Letters, Elsevier, vol. 91(2), pages 222-228, May.
  6. Andrew Worthington & Helen Higgs, 2001. "A multivariate GARCH analysis of equity returns and volatility in Asian equity markets," School of Economics and Finance Discussion Papers and Working Papers Series 089, School of Economics and Finance, Queensland University of Technology.
  7. Abu S. Amin & Lucjan T. Orlowski, 2014. "Returns, Volatilities, and Correlations Across Mature, Regional, and Frontier Markets: Evidence from South Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(3), pages 5-27, May.
  8. Vithessonthi, Chaiporn, 2014. "Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 170-194.
  9. Isaac L. Ochieng’ & Tobias O. Olweny & Oluoch J. Oluoch & Gordon O. Ochere, 2019. "Effect of foreign equity flows on stock market volatility in Kenya Empirical evidence at Nairobi securities exchange," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(3), pages 1-5.
  10. Liu, Clark & Wang, Shujing & Wei, K.C. John, 2021. "Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program," Journal of Banking & Finance, Elsevier, vol. 126(C).
  11. Salleh, Norlida & Law, Siong Hook & Sarmidi, Tamat, 2012. "Volatility of Returns and Financial Liberalization: New Evidence," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 46(1), pages 101-106.
  12. Worthington, Andrew & Kay-Spratley, Adam & Higgs, Helen, 2005. "Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis," Energy Economics, Elsevier, vol. 27(2), pages 337-350, March.
  13. Alexei G. Orlov, 2005. "Pros and Cons of Capital Controls in the Presence of Incomplete Markets," The American Economist, Sage Publications, vol. 49(1), pages 79-93, March.
  14. 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.
  15. Amit Sareen & Sudhi Sharma, 2022. "Assessing Financial Distress and Predicting Stock Prices of Automotive Sector: Robustness of Altman Z-score," Vision, , vol. 26(1), pages 11-24, March.
  16. Chulyoung Cho & Jinseok Yang & Beakcheol Jang, 2024. "Heterogeneous macroeconomic factors’ effects on stocks across sizes, styles, and sectors in the South Korean market," PLOS ONE, Public Library of Science, vol. 19(4), pages 1-23, April.
  17. Bouteska Ahmed & Regaieg Boutheina, 2017. "The accuracy of financial analysts’ earnings forecasts and the Tunisian market reliance with time," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1345186-134, January.
  18. Alper, C. Emre & Yilmaz, Kamil, 2004. "Volatility and contagion: evidence from the Istanbul stock exchange," Economic Systems, Elsevier, vol. 28(4), pages 353-367, December.
  19. Andrew C. Worthington & Helen Higgs, 2003. "A multivariate GARCH analysis of the domestic transmission of energy commodity prices and volatility: A comparison of the peak and off-peak periods in the Australian electricity spot market," School of Economics and Finance Discussion Papers and Working Papers Series 140, School of Economics and Finance, Queensland University of Technology.
  20. Yang, C. W. & Hwang, M. J. & Huang, B. N., 2002. "An analysis of factors affecting price volatility of the US oil market," Energy Economics, Elsevier, vol. 24(2), pages 107-119, March.
  21. Worthington, Andrew & Kay-Spratley, Adam & Higgs, Helen, 2005. "Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis," Energy Economics, Elsevier, vol. 27(2), pages 337-350, March.
  22. Gregory James & Michail Karoglou, 2010. "Financial liberalization and stock market volatility: the case of Indonesia," Applied Financial Economics, Taylor & Francis Journals, vol. 20(6), pages 477-486.
  23. Gagari Chakrabarti, 2011. "Financial crisis and the changing nature of volatility contagion in the Asia-Pacific region," Journal of Asset Management, Palgrave Macmillan, vol. 12(3), pages 172-184, August.
  24. Andrew Worthington & Helen Higgs, 2006. "Market Risk in Demutualized Self-Listed Stock Exchanges: An International Analysis of Selected Time-Varying Betas," Global Economic Review, Taylor & Francis Journals, vol. 35(3), pages 239-257.
  25. Juncal Cunado Eizaguirre & Javier Gomez Biscarri & Fernando Perez de Gracia Hidalgo, 2009. "Financial liberalization, stock market volatility and outliers in emerging economies," Applied Financial Economics, Taylor & Francis Journals, vol. 19(10), pages 809-823.
  26. Chong-Chuo Chang & Oshamah Lin Lin & Oshamah Yu-Cheng Chang & Oshamah Kun-Zhan Hsu, 2023. "Impact of Financial Liberalization on Firm Risk," Advances in Decision Sciences, Asia University, Taiwan, vol. 27(3), pages 14-45, September.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.