This paper investigates wether the ongoing financial crisis has destabilized the microstructures of ASEAN stock market. Using daily stock market data from 2007 to 2010, we first develop a set of monthly country-level liquidity, efficiency, international integration and volatility indicators. We...

This paper investigates wether the ongoing financial crisis has destabilized the microstructures of ASEAN stock market. Using daily stock market data from 2007 to 2010, we first develop a set of monthly country-level liquidity, efficiency, international integration and volatility indicators. We...

This article investigates whether the ongoing financial crisis has destabilized the microstructures of Association of Southeast Asian Nations (ASEAN) stock markets. Using daily stock market data from 2007 to 2010, we first develop a set of monthly country-level liquidity, efficiency,...