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The Dynamics of Emerging Stock Markets

Empirical Assessments and Implications

Gebonden Engels 2010 2010e druk 9783790823882
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

Emerging markets have received a particular attention of academic researchers and practitioners since they decided to open their domestic capital markets to foreign participants about three decades ago. At the same time, we remark that theoretical and empirical research in emerging stock markets has been particularly challenged by their fast changes in nature and size under the effects of financial liberalization and reforms. This evolving feature has particularly led to a commensurate increase in sophistication of modeling techniques used for understanding financial markets.

In this spirit, the book aims at providing the audience a comprehensive understanding of emerging stock markets in various aspects using modern financial econometric methods. It addresses the empirical techniques needed by economic agents to analyze the dynamics of these markets and illustrates how they can be applied to the actual data. On the other hand, it presents and discusses new research findings and their implications.

Specificaties

ISBN13:9783790823882
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:205
Uitgever:Physica-Verlag HD
Druk:2010

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Inhoudsopgave

Emerging Markets: Overview and Performance Analysis.- Dynamic Process of Financial Reforms.- Asset Pricing Models.- Threshold Stock Price Adjustments.- Evolving Stock Market Efficiency.- Stock Market Volatility.- Globalization and Market Integration.- Dynamics of Market Integration and International Asset Pricing.- International Financial Crisis and Contagion.

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        The Dynamics of Emerging Stock Markets