Handbook of Frontier Markets

Section A: Africa 1. Testing for the Weak-Form Market Efficiency of the Dar es Salaam Stock Exchange 2. Stock Returns and Inflation: The Case of Botswana 3. Modeling and Forecasting Stock Market Volatility in Frontier Markets: Evidence From Four European and Four African Frontier Markets 4. Herd Behavior in Frontier Markets: Evidence from Nigeria and Morocco 5. Effects of Interest Rates and Exchange Rates on Bank Stock Returns 6. Financial Contagion From US to African Frontier Markets During the 2007-09 Global Financial Crisis

Section B: Europe 7. An Assessment of the Real Development Prospects of the EU 28 Frontier Equity Markets 8. Are European Frontier Markets Efficient? 9. Another Look at Financial Analysts' Forecasts Accuracy: Recent Evidence From Eastern European Frontier Markets 10. Are There Herding Patterns in the European Frontier Markets?

Section C: Asia 11. Is Bankruptcy a Systematic Risk? Evidence From Vietnam 12. Investors' Herding in Frontier Markets: Evidence From Mongolia 13. Structural Breaks, Efficiency, and Volatility: An Empirical Investigation of Southeast Asian Frontier Markets

Dr. Panagiotis Andrikopoulos is the Associate Head for Applied Research at Coventry University Business School, University of Coventry. He is also an Adjunct Associate Professor in Finance in the School of Accounting Sciences at North-West University, South Africa. He has also lectured at De Montfort University, UK where he taught various finance courses such as Investment Theory and Analysis, Finance Theory, Corporate Finance, and Behavioural Finance. He has obtained his Ph.D. in finance at the University of Portsmouth studying the profitability of contrarian investments strategies in the U.K. setting.

A native of Montreal, Professor Greg N. Gregoriou obtained his joint Ph.D. in finance at the University of Quebec at Montreal which merges the resources of Montreal's four major universities McGill, Concordia, UQAM and HEC. Professor Gregoriou is Professor of Finance at State University of New York (Plattsburgh) and has taught a variety of finance courses such as Alternative Investments, International Finance, Money and Capital Markets, Portfolio Management, and Corporate Finance. He has also lectured at the University of Vermont, Universidad de Navarra and at the University of Quebec at Montreal.

Professor Gregoriou has published 50 books, 65 refereed publications in peer-reviewed journals and 24 book chapters since his arrival at SUNY Plattsburgh in August 2003. Professor Gregoriou's books have been published by McGraw-Hill, John Wiley & Sons, Elsevier-Butterworth/Heinemann, Taylor and Francis/CRC Press, Palgrave-MacMillan and Risk Books. Four of his books have been translated into Chinese and Russian. His academic articles have appeared in well-known peer-reviewed journals such as the Review of Asset Pricing Studies, Journal of Portfolio Management, Journal of Futures Markets, European Journal of Operational Research, Annals of Operations Research, Computers and Operations Research, etc.

Professor Gregoriou is the derivatives

"This is a very comprehensive handbook for graduate students, researchers, and practitioners who are interested in financial aspects of frontier markets. The book documents experiences of countries as diverse as Botswana, Morocco, Vietnam, and Slovenia, among many others. An excellent read!" --Viviana Fernandez, Universidad Adolfo Ibáñez

"A comprehensive collection of high quality articles on a wide range of topics related to frontier financial markets. A solid reference for all those interested in this topic." --Petre Caraiani, Institutul National de Cercetari Economice (INCE), Academia Romana