Essays on stock market behaviour
This thesis consists of three empirical essays on certain aspects of the behaviour of the stock market. The first study measures the impact of political reform on stock market volatility in Southeast Asian countries using a GARCH-family of model. We find that these major political changes have posit...
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University of Birmingham
2018
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Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.768306 |