Skip to Content
Handbook of Frontier Markets
book

Handbook of Frontier Markets

by Panagiotis Andrikopoulos, Greg N. Gregoriou, Vasileios Kallinterakis
August 2016
Intermediate to advanced
304 pages
10h 8m
English
Academic Press
Content preview from Handbook of Frontier Markets
Chapter 13

Structural Breaks, Efficiency, and Volatility: An Empirical Investigation of Southeast Asian Frontier Markets

P. Andrikopoulos*
D.L.T. Anh**
M.K. Newaz**    Coventry Business School, Coventry, United Kingdom**    School of Banking and Finance, National Economics University, Hanoi, Vietnam

Abstract

The purpose of this study is to examine the presence of structural breaks, efficiency, and volatility in the frontier markets of Southeast Asia. Using daily and weekly returns of four composite indices (VN Index, HNX Index, LSX Index, and CSX Index), we measure the presence of price volatility in the markets of Vietnam, Laos, and Cambodia. Our findings from all tests—unit root, autocorrelation, run, and variance ratio—suggest that the Vietnamese ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.

Read now

Unlock full access

More than 5,000 organizations count on O’Reilly

AirBnbBlueOriginElectronic ArtsHomeDepotNasdaqRakutenTata Consultancy Services

QuotationMarkO’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.
Julian F.
Head of Cybersecurity
QuotationMarkI wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.
Addison B.
Field Engineer
QuotationMarkI’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.
Amir M.
Data Platform Tech Lead
QuotationMarkI'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Mark W.
Embedded Software Engineer

You might also like

Handbook of Frontier Markets

Handbook of Frontier Markets

Panagiotis Andrikopoulos, Greg N. Gregoriou, Vasileios Kallinterakis
Air Transport – A Tourism Perspective

Air Transport – A Tourism Perspective

Anne Graham, Frederic Dobruszkes
How to Develop a Great Digital Strategy

How to Develop a Great Digital Strategy

Jeanne W. Ross, Cynthia M. Beath, Ina M. Sebastian

Publisher Resources

ISBN: 9780128038406