RESEARCH INTERESTS

 

  • Stock market informational efficiency (Return autocorrelations; Nonlinear serial dependence; Price delay; Market model R-square)

  • Informed trading

  • Price discovery process

  • Stock market liquidity/transaction costs

  • Stock market volatility

  • Financial liberalization

  • Law and finance

  • Corporate governance

 


Last Updated (Tuesday, 29 September 2009 04:49)