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The Resource Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets, by Sardar M. N. Islam, Sethapong Watanapalachaikul, (electronic book)

Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets, by Sardar M. N. Islam, Sethapong Watanapalachaikul, (electronic book)

Label
Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets
Title
Empirical Finance
Title remainder
Modelling and Analysis of Emerging Financial and Stock Markets
Statement of responsibility
by Sardar M. N. Islam, Sethapong Watanapalachaikul
Creator
Contributor
Subject
Language
eng
Summary
The emphasis of this book is on understanding special characteristics of the financial systems of emerging markets, where the existence of market imperfections such as asymmetric information, adverse selection and moral hazard can cause financial market failures. Considering the Thai stock market as an example, this book provides an econometric study of a typical Asian financial system. Many contemporary techniques and models are used in this study, including simple multivariate regression, multi-factor model, exponential smoothing, Holt Winter's models, and GARCH type models. The findings of the existence of rational bubbles, anomalies, volatility and other characteristics reveal evidence of inefficiency in the Thai stock market. Based on these results, the book includes justifications for public policies in such economies and makes suggestions for further research areas
Member of
Cataloging source
AU@
http://library.link/vocab/creatorName
Islam, Sardar M. N
Dewey number
  • 657.8333
  • 658.152
Index
no index present
LC call number
  • HG1-9999
  • HG4501-6051
  • HG1501-HG3550
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Watanapalachaikul, Sethapong
Series statement
Contributions to Economics,
http://library.link/vocab/subjectName
  • Economics
  • Development economics
  • Econometrics
Label
Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets, by Sardar M. N. Islam, Sethapong Watanapalachaikul, (electronic book)
Instantiates
Publication
Antecedent source
file reproduced from original
Color
mixed
Contents
  • Introduction
  • The Thai Financial System: Characteristics of the Emerging Thai Stock Market
  • Descriptive Statistics and General Characteristics of the Stock Market
  • Market Efficiency Models and Tests
  • Stock Valuation Models
  • Models for Rational Speculative Bubbles
  • Models for Anomalies Studies
  • Volatility Models --
Control code
SPR851387740
Dimensions
unknown
Extent
1 online resource (xiv, 200 p.)
File format
unknown
Form of item
online
Isbn
9783790815511
Level of compression
uncompressed
Quality assurance targets
unknown
Reformatting quality
access
Reproduction note
Electronic resource.
Sound
unknown sound
Specific material designation
remote
Label
Empirical Finance : Modelling and Analysis of Emerging Financial and Stock Markets, by Sardar M. N. Islam, Sethapong Watanapalachaikul, (electronic book)
Publication
Antecedent source
file reproduced from original
Color
mixed
Contents
  • Introduction
  • The Thai Financial System: Characteristics of the Emerging Thai Stock Market
  • Descriptive Statistics and General Characteristics of the Stock Market
  • Market Efficiency Models and Tests
  • Stock Valuation Models
  • Models for Rational Speculative Bubbles
  • Models for Anomalies Studies
  • Volatility Models --
Control code
SPR851387740
Dimensions
unknown
Extent
1 online resource (xiv, 200 p.)
File format
unknown
Form of item
online
Isbn
9783790815511
Level of compression
uncompressed
Quality assurance targets
unknown
Reformatting quality
access
Reproduction note
Electronic resource.
Sound
unknown sound
Specific material designation
remote

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