عنوان

Empirical Finance :

شابک

3790826669

شابک

9783790826661

شماره

b588287

عنوان اصلي

Empirical Finance :

نام عام مواد

[Book]

ساير اطلاعات عنواني

Modelling and Analysis of Emerging Financial and Stock Markets

نام نخستين پديدآور

by Sardar M. N. Islam, Sethapong Watanapalachaikul.

وضعيت ويراست

1st ed

محل نشرو پخش و غیره

Heidelberg

نام ناشر، پخش کننده و غيره

Physica-Verlag HD : Imprint: Physica

تاریخ نشرو بخش و غیره

2005

نام خاص و کميت اثر

(208 p.).

عنوان فروست

Contributions to economics.; Contributions to Economics

متن يادداشت

Originally published by Physica-Verlag Heidelberg 2005.

متن يادداشت

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.

متن يادداشت

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.

موضوع مستند نشده

Development economics.

موضوع مستند نشده

Econometrics.

موضوع مستند نشده

Finance.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

by Sardar M. N. Islam, Sethapong Watanapalachaikul.

مستند نام اشخاص تاييد نشده

Sardar M N Islam

مستند نام اشخاص تاييد نشده

Sethapong Watanapalachaikul

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y