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Stock return volatility of emerging markets.

by Poon Yeuk Wan, Tsang Fei. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 54-55). / Acknowledgements --- p.i / Abstract --- p.iii / Table of Contents --- p.iv / List of Tables --- p.vi / List of Appendix --- p.vii / Chapter Chapter1 --- Introduction --- p.1 / Chapter 1.1 --- Project Objective --- p.1 / Chapter 1.2 --- Project Structure --- p.2 / Chapter 1.3 --- Data --- p.3 / Chapter Chapter 2 --- Emerging Markets´ؤ-An Overview --- p.5 / Chapter 2.1 --- Latin America --- p.5 / Argentina --- p.5 / Brazil --- p.7 / Chile --- p.7 / Colombia --- p.8 / Mexico --- p.8 / Peru --- p.9 / Venezuela --- p.9 / Chapter 2.2 --- Eastern Europe --- p.10 / Czech Republic --- p.10 / Poland --- p.10 / Slovakia --- p.11 / Hungary --- p.11 / Russia --- p.11 / Chapter 2.3 --- Middle East --- p.12 / Israel --- p.12 / Jordan --- p.12 / Chapter 2.4 --- Implication For Further Analysis --- p.13 / Chapter Chapter 3 --- Analysis and Findings I: Descriptive Statistics Analysis --- p.14 / Chapter 3.1 --- Objective of Descriptive Statistic Analysis --- p.14 / Chapter 3.2 --- Findings --- p.16 / Eastern Europe --- p.16 / Latin America --- p.16 / Middle East --- p.17 / Chapter 3.3 --- Conclusion --- p.18 / Chapter Chapter 4 --- Analysis and Findings II: Day-of-the- Week (Monday effect) Test --- p.19 / Chapter 4.1 --- Objective --- p.19 / Chapter 4.2 --- Literature Review --- p.19 / Chapter 4.3 --- Methodology --- p.21 / Chapter 4.4 --- Data --- p.23 / Chapter 4.5 --- Analysis --- p.24 / Chapter 4.6 --- Empirical findings --- p.25 / Chapter I. --- The equality of return test --- p.25 / Eastern Europe --- p.26 / Latin America --- p.26 / Middle East --- p.26 / Overall --- p.27 / Local currency versus US currency --- p.27 / Chapter II. --- Comparison of Monday return with returns of other days within the week --- p.27 / Chapter l. --- Without exchange rate effect --- p.28 / Chapter 4.7 --- Monday effect一-an overview --- p.31 / Comparison by region --- p.31 / Eastern Europe --- p.31 / Latin America --- p.31 / Middle East --- p.32 / The effect of exchange rate --- p.32 / Chapter Chapter 5 --- Analysis And Findings III: Correlation Analysis --- p.33 / Chapter 5.1 --- Literature Review --- p.33 / Chapter 5.2 --- Objective --- p.35 / Chapter 5.3 --- Methodology --- p.35 / Chapter 5.4 --- Findings --- p.38 / Chapter I --- Correlations Within Regions --- p.38 / Eastern Europe --- p.33 / Latin America --- p.40 / Middle East --- p.42 / Chapter II. --- Correlation Among Regions --- p.43 / Eastern Europe vs. Latin America --- p.43 / Latin America vs. Middle East --- p.44 / Eastern Europe vs. Middle East --- p.45 / Chapter III. --- Correlations with the United States --- p.46 / US vs. Eastern Europe --- p.46 / US vs. Latin America --- p.46 / US vs. Middle East --- p.47 / Chapter 5.5 --- Conclusion --- p.43 / Chapter Chapter 6 --- Conclusions and Implications --- p.49 / Implications on market integration --- p.52 / BIBLIOGRAPHY --- p.54 / APPENDIX --- p.56

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322143
Date January 1998
ContributorsPoon, Yeuk Wan., Tsang, Fei., Chinese University of Hong Kong Graduate School. Division of Business Administration.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, vii, 58 leaves ; 30 cm.
CoverageLatin America, Europe, Eastern, Middle East
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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