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...

Full description

Bibliographic Details
Main Author: Tran, Mai Ngoc
Published: University of Birmingham 2018
Subjects:
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.768306