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 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 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 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 An Empirical Investigation of Stock Market Volatility written by Laurent Guy and published by . This book was released on 1984 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 An Empirical Investigation of Stock Markets written by Shigeyuki Hamori and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 140 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 Willingness to Invest in Stock Market written by Shafinar Ismail and published by . This book was released on 2013 with total page 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 An Empirical Investigation of the Distribution of Stock market Prices and Weak form Efficiency of the Brussels Stock Exchange written by Baldomero V. Regidor and published by . This book was released on 1979 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Pricing Rationality in the Stock Market written by Pricha Sethapakdi and published by . This book was released on 1994 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Empirical Investigation of Asia Pacific Stock Markets written by Su-Chin Yang and published by . This book was released on 1999 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The empirical investigation of anomalies in the Far East stock markets of Japan Taiwan and Hong Kong written by Guanghua Wang and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Herd Behavior in Financial Markets written by Sushil Bikhchandani and published by . This book was released on 2000 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Empirical Investigation on Predictability of Indian and Global Stock Indices written by Thirupparkadal Nambi S and published by . This book was released on 2023-01-27 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: There is a large body of research carried out suggesting the predictability of Stock markets. Initially, tests of predictability of stock market returns were motivated by market efficiency, where it is assumed that predictability was inconsistent with constant stock market returns, efficient markets paradigm. For long it was thought that stock markets are not predictable, at least in an economically significant manner Lo and Maculay in their research paper claim that stock prices do not follow random walks and suggested considerable evidence towards predictability of stock prices., Fama & French, Lakonishok, Schleifer & Vishney in their various studies have carried out many cross sectional analysis across the globe and tried to establish the predictability of the stock prices. Ferson & Harvey showed that predictability in stock returns are not necessarily due to market inefficiency or over-reaction from irrational investors but rather due to predictability in some aggregate variables that are part of the information set.

Download or read book On the Efficiency of Emerging Stock Markets in Central Europe written by Stefan Kolek and published by . This book was released on 2002 with total page 145 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stock Market Dynamics written by Robert Maria Margaretha Jozef Bauer and published by . This book was released on 1997 with total page 191 pages. Available in PDF, EPUB and Kindle. Book excerpt: