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Empirical Finance Modelling and Analysis of Emerging Financial and Stock Markets /
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Heidelberg :
Physica-Verlag HD : Imprint: Physica,
2005.
|
| Edición: | 1st ed. 2005. |
| Colección: | Contributions to Economics,
|
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-7908-2666-1 | ||
| 003 | DE-He213 | ||
| 005 | 20220125080651.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 121227s2005 gw | s |||| 0|eng d | ||
| 020 | |a 9783790826661 |9 978-3-7908-2666-1 | ||
| 024 | 7 | |a 10.1007/978-3-7908-2666-1 |2 doi | |
| 050 | 4 | |a HG1-9999 | |
| 072 | 7 | |a KFF |2 bicssc | |
| 072 | 7 | |a BUS027000 |2 bisacsh | |
| 072 | 7 | |a KFF |2 thema | |
| 082 | 0 | 4 | |a 332 |2 23 |
| 100 | 1 | |a Islam, Sardar M. N. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Empirical Finance |h [electronic resource] : |b Modelling and Analysis of Emerging Financial and Stock Markets / |c by Sardar M. N. Islam, Sethapong Watanapalachaikul. |
| 250 | |a 1st ed. 2005. | ||
| 264 | 1 | |a Heidelberg : |b Physica-Verlag HD : |b Imprint: Physica, |c 2005. | |
| 300 | |a XIV, 201 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Contributions to Economics, |x 2197-7178 | |
| 505 | 0 | |a 1 Introduction -- 2 The Thai Financial System: Characteristics of the Emerging Thai Stock -- 3 Descriptive Statistics and General Characteristics of the Stock Market -- 4 Market Efficiency Models and Tests -- 5 Stock Valuation Models -- 6 Models for Rational Speculative Bubbles -- 7 Models for Anomalies Studies -- 8 Volatility Models -- 9 Summary and Conclusions -- Appendix 1 Structure of Financial Institutions in Thailand -- Appendix 2 Market Efficiency and ARIMA Test Results -- Appendix 3 Regression Test Results -- List of Figures -- List of Tables -- List of Appendices -- About the Authors. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Development economics. | |
| 650 | 1 | 4 | |a Financial Economics. |
| 650 | 2 | 4 | |a Econometrics. |
| 650 | 2 | 4 | |a Development Economics. |
| 700 | 1 | |a Watanapalachaikul, Sethapong. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783790815511 |
| 776 | 0 | 8 | |i Printed edition: |z 9783790826678 |
| 830 | 0 | |a Contributions to Economics, |x 2197-7178 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-7908-2666-1 |z Texto Completo |
| 912 | |a ZDB-2-SBE | ||
| 912 | |a ZDB-2-SXEF | ||
| 950 | |a Business and Economics (SpringerNature-11643) | ||
| 950 | |a Economics and Finance (R0) (SpringerNature-43720) | ||