Empirical Research in Capital Markets
Author | : George William Schwert |
Publisher | : |
Total Pages | : 789 |
Release | : 1992 |
Genre | : Capital market |
ISBN | : 9780071128278 |
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Author | : George William Schwert |
Publisher | : |
Total Pages | : 789 |
Release | : 1992 |
Genre | : Capital market |
ISBN | : 9780071128278 |
Author | : Wolfgang Bühler |
Publisher | : Springer Science & Business Media |
Total Pages | : 321 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 3642586643 |
This collection of fifteen original articles results from a cooperative intensive program of research on the German capital market. The program objectives included the development of expertise in modern empirical methods in financial economics and the derivation of results that might be specific to the German capital market. The four parts of the book are dedicated to: - problems of market structure and organization - information and capital market - risk and return - futures and options Altogether, the book gives an overview of empirical research on capital markets in Germany and helps to understand their nature. It also shows the application of modern techniques in financial research.
Author | : Adrian R. Bell |
Publisher | : Edward Elgar Publishing |
Total Pages | : 494 |
Release | : 2013-01-01 |
Genre | : Business & Economics |
ISBN | : 0857936093 |
This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. All of the techniques described are used to address real problems rather than being presented for their own sake, and the areas of application have been carefully selected so that a broad range of methodological approaches can be covered. The Handbook is aimed primarily at doctoral researchers and academics who are engaged in conducting original empirical research in finance. In addition, the book will be useful to researchers in the financial markets and also advanced Masters-level students who are writing dissertations.
Author | : Mohamed El Hedi Arouri |
Publisher | : Springer Science & Business Media |
Total Pages | : 214 |
Release | : 2009-12-24 |
Genre | : Business & Economics |
ISBN | : 3790823899 |
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.
Author | : Chaiechi, Taha |
Publisher | : IGI Global |
Total Pages | : 353 |
Release | : 2014-04-30 |
Genre | : Business & Economics |
ISBN | : 1466660198 |
Current research often highlights the importance of financial markets as well as financial system development. However, the current literature in this field still fails to adequately explain the relationship between financial market and macroeconomic development. Post-Keynesian Empirical Research and the Debate on Financial Market Development integrates the concept of financial intermediaries with Post-Keynesian macroeconomic modeling to discuss the relationship between financial markets and systems and macroeconomic development. Discussing key macroeconomic variables such as investment, savings, and productivity growth, this timely resource is essential for students, academicians, as well as finance and economics professionals interested in uncovering the latest research in this field.
Author | : Iván Marinovic |
Publisher | : |
Total Pages | : 360 |
Release | : 2016-08-03 |
Genre | : Causation |
ISBN | : 9781680831603 |
This monograph promotes a broad interdisciplinary debate about causality and the role of causal inference in the social sciences. It allows researchers and Ph.D students in accounting/social sciences to acquire a deeper understanding of the notion of causality and the nature, limits, and scope of empirical research in the social sciences.
Author | : Thomas R. Dyckman |
Publisher | : Prentice Hall |
Total Pages | : 152 |
Release | : 1975 |
Genre | : Business & Economics |
ISBN | : |
Author | : Christian Funke |
Publisher | : Springer Science & Business Media |
Total Pages | : 123 |
Release | : 2008-09-15 |
Genre | : Business & Economics |
ISBN | : 3834998141 |
Christian Funke aims at developing a better understanding of a central asset pricing issue: the stock price discovery process in capital markets. Using U.S. capital market data, he investigates the importance of mergers and acquisitions (M&A) for stock prices and examines economic links between customer and supplier firms. The empirical investigations document return predictability and show that capital markets are not perfectly efficient.
Author | : Sardar M. N. Islam |
Publisher | : Springer Science & Business Media |
Total Pages | : 208 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 3790826669 |
This book makes two key contributions to empirical finance. First it provides a comprehensive analysis of the Thai stock market. Second it presents an excellent exposition ofhow modem econometric techniques can be utilised to understand a market. The increasing globalisation of the world's financial markets has made our un derstanding of the risk-return relationship in a broader range of markets critical. This is particularly so in emerging markets where market depth and liquidity are major issues. One such emerging market is Thailand. The Thai capital market isof particular interest given that it was the market in which the Asian financial crises commenced. As such an understanding ofthe Thai capital market via study of the pre and post-crisis periods enables one to shed light on one of the major financial markets events of recent times. This book provides a quantitative analysis of the Thai capital market using some very useful and recent econometric techniques. The book provides an over view of the Thai stock market in chapter 2. Descriptive statistics and time series models (moving average, exponential smoothing, ARIMA) are presented in chap ter 3 followed by market efficiency tests based on autocorrelations in chapter 4. A richer set of models is then considered in chapters 5 through 8. Chapter 5 finds a cointegrating relationship between macroeconomic factors and stock returns.
Author | : Theodore Bos |
Publisher | : Jai Press |
Total Pages | : 354 |
Release | : 1993 |
Genre | : Business & Economics |
ISBN | : 9781559384988 |