Market Efficiency In Asian And Australasian Stock Markets
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| Author | : Jae H. Kim |
| Publisher | : |
| Total Pages | : 45 |
| Release | : 2014 |
| Genre | : |
| ISBN | : |
Download Market Efficiency in Asian and Australasian Stock Markets Book in PDF, Epub and Kindle
Market efficiency is an important feature of successful financial markets. The aim of this paper is to analyze the available evidence on the efficient market hypothesis (EMH). Meta-regression analysis is applied to 1,560 estimates of the Variance Ratio test of the efficiency of Asian and Australasian stock markets. We test if there is evidence of violation of the EMH and we also explain the heterogeneity in the reported test results. Our meta-regression analysis specifically accommodates the possibility of publication selection in favor of accepting the null hypothesis of market efficiency. We find that Asian stock markets are, on average, not informationally efficient. However, market efficiency has improved over time and market capitalization and economic freedom influences stock market efficiency; more developed and less regulated stock markets are more efficient.
| Author | : Shiguang Ma |
| Publisher | : Routledge |
| Total Pages | : 304 |
| Release | : 2017-11-30 |
| Genre | : Business & Economics |
| ISBN | : 1351146904 |
Download The Efficiency of China's Stock Market Book in PDF, Epub and Kindle
By investigating the efficiency of China's stock market in accordance with the theoretical framework of the Efficient Market Hypothesis, this book focuses on weak form and semi-strong form market efficiency. Empirical tests have been intensively conducted on the random walk hypothesis, the presence of market seasonality and the price reaction to publicly released information. In addition The Efficiency of China's Stock Market provides a comparative analysis between China's stock market and other countries' stock markets.
| Author | : Nicolaas Groenewold |
| Publisher | : Edward Elgar Publishing |
| Total Pages | : 268 |
| Release | : 2004-01-01 |
| Genre | : Business & Economics |
| ISBN | : 9781782541172 |
Download The Chinese Stock Market Book in PDF, Epub and Kindle
'. . . this book succeeds in its mission of analysing the efficiency, predictability and profitability of the Chinese stock market. It is strongly recommended to scholars. It is additionally recommended to practitioners involved in the market, sharing its prosperity and avoiding the possible risk. This book is also recommended to the students who want to learn the systematic application of econometric modelling to market efficiency analysis.' - Shiguang Ma, Economic Record The emergence of a stock market in China only occurred a decade ago and it remains something of an unknown quantity to many observers and traders outside of the country. This book provides an extensive historical and empirical analysis of the Chinese stock-market, the development of which is an integral part of the process of economic modernization that began in China in the late 1970s.
| Author | : Nicolaas Groenewold |
| Publisher | : |
| Total Pages | : 24 |
| Release | : 1993 |
| Genre | : Capital market |
| ISBN | : 9780859015554 |
Download Share Market Efficiency Book in PDF, Epub and Kindle
| Author | : Arusha Cooray |
| Publisher | : |
| Total Pages | : 16 |
| Release | : 2005 |
| Genre | : Securities |
| ISBN | : 9781862952423 |
Download The Efficiency of Emerging Stock Markets Book in PDF, Epub and Kindle
| Author | : Nikunj Patel |
| Publisher | : Nikunj Patel |
| Total Pages | : 0 |
| Release | : 2022-11-06 |
| Genre | : Business & Economics |
| ISBN | : 9786234610413 |
Download Testing Weak Form Market Efficiency of Selected Asian Stock Markets Book in PDF, Epub and Kindle
Stock Market is an integral part of any economy. The stock Market is important from both the industry's point of view as well as the investor's point of view. Stock exchanges plays very crucial role in the development of an economy. It helps in the mobilization of saving to the investment that shapes an economy. Previously stock market was open cry when brokers on behalf of investors buy and sell on the floor of exchange..
| Author | : Qaiser Munir |
| Publisher | : Routledge |
| Total Pages | : 254 |
| Release | : 2020-08-14 |
| Genre | : |
| ISBN | : 9780367595920 |
Download Information Efficiency and Anomalies in Asian Equity Markets Book in PDF, Epub and Kindle
The efficient market hypothesis (EMH) maintains that all relevant information is fully and immediately reflected in stock prices and that investors will obtain an equilibrium rate of return. The EMH has far reaching implications for capital allocation, stock price prediction, and the effectiveness of specific trading strategies. Equity market anomalies reflect that the market is inefficient and hence, contradicts the EMH. This book gathers both theoretical and practical perspectives, by including research issues, methodological approaches, practical case studies, uses of new policy and other points of view related to equity market efficiency to help address the future challenges facing the global equity markets and economies. Information Efficiency and Anomalies in Asian Equity Markets: Theories and evidence is an insightful resource that will be useful for students, academics and professionals alike.
| Author | : Abul M. M. Masih |
| Publisher | : |
| Total Pages | : 19 |
| Release | : 1993 |
| Genre | : Efficient market theory |
| ISBN | : 9780731702558 |
Download Are the Emerging Asian Markets for Financial Assets Efficient? Book in PDF, Epub and Kindle
| Author | : Carl B. McGowan |
| Publisher | : |
| Total Pages | : 15 |
| Release | : 1987 |
| Genre | : Stock price forecasting |
| ISBN | : |
Download A Study of Stock Market Efficiency for Australia, Hong Kong, Japan, and Singapore Book in PDF, Epub and Kindle
| Author | : Licheng Feng |
| Publisher | : |
| Total Pages | : 108 |
| Release | : 1999 |
| Genre | : Stock exchanges |
| ISBN | : |
Download Issues of Market Efficiency in the Chinese Stock Markets Book in PDF, Epub and Kindle
