Download or read book An Empirical Investigation Into a Developing Securities Market written by John Lee and published by . This book was released on 1977 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Empirical Research on the German Capital Market written by Wolfgang Bühler and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book An Empirical Investigation of Stock Market Interdependence Between Developed and Emerging Markets written by Jessica Raymond Aoun and published by . This book was released on 2013 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Is the Public Investment Multiplier Higher in Developing Countries An Empirical Exploration written by Mr.Alejandro Izquierdo and published by International Monetary Fund. This book was released on 2019-12-20 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last decade, empirical studies analyzing macroeconomic conditions that may affect the size of government spending multipliers have flourished. Yet, in spite of their obvious public policy importance, little is known about public investment multipliers. In particular, the clear theoretical implication that public investment multipliers should be higher (lower) the lower (higher) is the initial stock of public capital has not, to the best of our knowledge, been tested. This paper tackles this empirical challenge and finds robust evidence in favor of the above hypothesis: countries with a low initial stock of public capital (as a proportion of GDP) have significantly higher public investment multipliers than countries with a high initial stock of public capital. This key finding seems robust to the sample (European countries, U.S. states, and Argentine provinces) and to the identification method (Blanchard-Perotti, forecast errors, and instrumental variables). Our results thus suggest that public investment in developing countries would carry high returns.
Download or read book An Empirical Investigation of Stock Markets written by Shigeyuki Hamori and published by . This book was released on 2003-09-01 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Empirical Investigation of Stock Markets written by Shigeyuki Hamori and published by Springer. This book was released on 2012-10-03 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evidence regarding the economic linkages among a group of different countries. Chapter 2 and Chapter 3 analyze the international linkage of stock prices among Germany, Japan, the UK and the USA. Chapter 2 applies the standard approach, whereas Chapter 3 uses the CCF approach. Chapter 4 analyzes the relationship between stock prices and exchange rates. Chapter 5 analyzes the relationship among stock prices, exchange rates, and real economic activities. Chapter 6 summarizes the main results obtained in each chapter and comments on the possible directions of future research.
Download or read book An Empirical Investigation of the UAE Stock Markets written by Safa Maatouq Ahmed Mohana and published by . This book was released on 2015 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis consists of six chapters. The first provides an overall introduction. The second offers a retrospective review of the development of the financial markets in the UAE from their start until now. The third chapter investigates empirically the causal nexus of the Abu Dhabi and Dubai stock markets in order to assess the degree of integration between these two domestic markets. To our best knowledge, this is the first attempt to explore domestic financial market integration within the context of the UAE. The fourth chapter extends the analysis in order to examine the degree of financial market integration of the UAE with regard to the global market. The fifth chapter deals with the impact of the recent real estate financial crisis on the UAE real estate market, which is considered an important sector for the economic development of the country. Chapter 6 examines the dynamic impact of oil prices on the stock market. Our methods consist of both symmetric and asymmetric causality tests, which are used in Chapters 3-6. When testing for causality, we do not make any distributional assumptions. We generate critical values via bootstrap simulations with leverage adjustments. This approach is expected to be more accurate since the underlying data set is usually non-normal with time varying volatility. We also make use of the asymmetric generalized impulse response functions in Chapter 5 and the last chapter. Allowing for asymmetric impacts is considered to be in line with the way that markets generally operate since it is widely agreed that people in the financial world tend to react more to negative news than positive news. Our conjecture is that the empirical findings which this thesis offers can be useful to both investors and policy makers in the UAE.
Download or read book Securities Market Issues for the 21st Century written by Merritt B. Fox and published by . This book was released on 2018 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Empirical Investigation on Mutual Funds and Their Influence Due to Interational Economic Event written by Shailesh Tandon and published by . This book was released on 2016 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study is defined to find the relationship between two factors- · Mutual funds · Winding up of stimulus programme by Central American Bank in an International economic event held on 20th June 2013, on the recommendations of US Federal Chief, Ben Bernanke. The paper explains the concept of mutual funds and the importance of their contribution towards economy. According to SEBI guidelines, the main objectives are to protect the interest of the investors in securities and to promote the development of and regulation of securities market. The research further evolves and explore if there would be a significant difference between average performance of various five star mutual funds NAV before and after the occurrence of the event or NOT. With various statistical tools and techniques applied with reference to secondary data, obtained by mutual funds, fact sheets and magazines , the research is designed to analyze the assistance provided to investors in taking decisions where and what to invest in, including strategies of making best optimization of their savings.
Download or read book STOCK MARKET BEHAVIOR AND INTEGRATION AMONG GLOBAL STOCK MARKETS AN EMPIRICAL INVESTIGATION written by Arul Sulochana Y and published by Faculty of Management Sciences. This book was released on 2022-07-28 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investors and researchers have been paying more attention to the emerging stock markets performance. Analysing stock market behaviour and stock market efficiency is important for investors because it allows the investors to understand the stock market behaviour better and consequently make more sensible choices. The investors can make above average profits through investments in different markets by taking advantage of any abnormalities when they occur. In the context of globalization and increasing opportunities to the investors to invest abroad, it is essential for the international portfolio investors from India to understand the level of interdependence among the major stock markets in the world and its impact on the Indian stock market.Efficiency in the domestic stock market has important implications for issuers of equity and portfolio investors. Furthermore, an efficient stock market can attract foreign portfolio investment, support domestic savings and improve the mobility of capital and financial resources. Market efficiency has an important bearing on fund managers and investment bankers and more specifically the investors who are seeking to diversify their portfolio internationally. With increased movement of investment across international boundaries due to the integration of world economies, understanding of global stock market efficiency is also gaining greater becoming more important.It is difficult for the foreign institutional investors to identify profitable markets during negative global cues. Framing an investment policy is difficult by considering native market behaviour alone. Stock market operations are dynamic in nature. newline.
Download or read book Challenges for European Stock Markets in the Era of Technology written by and published by . This book was released on 2012 with total page 63 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Post Keynesian Empirical Research and the Debate on Financial Market Development written by Chaiechi, Taha and published by IGI Global. This book was released on 2014-04-30 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book STOCK MARKET BEHAVIOR AND INTEGRATION AMONG GLOBAL STOCK MARKETS AN EMPIRICAL INVESTIGATION written by Arul Sulochanay and published by Arul Sulochana Y. This book was released on 2022-11-11 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investors and researchers have been paying more attention to the emerging stock markets performance. Analysing stock market behaviour and stock market efficiency is important for investors because it allows the investors to understand the stock market behaviour better and consequently make more sensible choices. The investors can make above average profits through investments in different markets by taking advantage of any abnormalities when they occur.
Download or read book stock market development and long run growth written by Ross Levine and published by World Bank Publications. This book was released on 1996 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Dynamics of Emerging Stock Markets written by Mohamed El Hedi Arouri and published by Springer Science & Business Media. This book was released on 2009-12-24 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Price Movements Quote Revisions and Asymmetric Information in Securities Markets written by Mark John Roomans and published by . This book was released on 1994 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Financial Structure and Economic Growth written by Aslı Demirgüç-Kunt and published by MIT Press. This book was released on 2001 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: CD-ROM contains: World Bank data.
