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 Information Efficiency and Anomalies in Asian Equity Markets written by Qaiser Munir and published by Taylor & Francis. This book was released on 2016-10-04 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book written by Frank Joseph Shulman and published by Hong Kong University Press. This book was released on 2001-01-01 with total page 878 pages. Available in PDF, EPUB and Kindle. Book excerpt: A descriptively annotated, multidisciplinary, cross-referenced and extensively indexed guide to 2,395 dissertations that are concerned either in whole or in part with Hong Kong and with Hong Kong Chinese students and emigres throughout the world.

Download or read book Common Stochastic Trends Among Far East Stock Prices written by Taufiq Choudhry and published by . This book was released on 2004 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the effect of the Asian financial crisis of 1997-98 on the long-run relationship(s) between the stock prices of Far East countries. Further tests are conducted to check the change in the dominance of the Japanese and the US stock markets in the Far East Region. Empirical investigations are conducted by means of fractional unit root tests and the Johansen multivariate cointegration method. Cointegration results show significant long-run relationship(s) between the Far East markets before and during/after the crisis. The size of the normalized coefficients and the speed of rate of adjustment may indicate the dominance of the Japanese market as compared to the US market in the region during both periods.

Download or read book The Impact of the U S and the Japanese Equity Markets on the Emerging Asian Pacific Equity Markets written by Baekin Cha and published by . This book was released on 1993 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Empirical Investigation on CAPM Anomalies in Hong Kong Stock Market written by 洪小平 and published by . This book was released on 2007 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Analysis of Stock Return Anomalies in the Asian Markets Taiwan and South Korea and an Examination of Dynamic Hedging written by Wilson H. S. Tong and published by . This book was released on 1992 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Study on Some Problems in the Development of Asian Emerging Stock Markets written by Li Kang and published by . This book was released on 2005 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Efficiency and Anomalies in Stock Markets written by Wing-Keung Wong and published by Mdpi AG. This book was released on 2022-02-17 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.

Download or read book An Empirical Study of Volatility in Seven Southeast Asian Stock Markets Using ARV Models written by Mike K. P. So and published by . This book was released on 1997 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Contagion Effects and Volatility Impulse Responses Between US and Asian Stock Markets written by Sang Hoon Kang and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: In this study, we investigated volatility transmission effects be-tween the US and six Asian markets -- China, Hong Kong, Japan, Korea, Singapore, and Taiwan -- using a bivariate GARCH-BEKK model. We also assessed the impact of shocks on stock market volatility using the volatility impulse response function (VIRF). Our empirical findings extend several recent reports. First, the empirical results of this study show that the US and Asian stock markets are interrelated by their volatility. Second, we found that the 2008 global financial crisis intensified volatility transmission across the US and Asian stock markets. Third, we found that one large shock, the bankruptcy of Lehman Brothers, resulted in an increase in expected conditional volatilities in the post-bankruptcy era. Moreover, the magnitude and the persistence of the volatility impulse responses differed across Asian stock markets due to differing investor reactions to shocks in each market.

Download or read book An Empirical Study on Anomalies in China s Stock Market written by Hong Zhang and published by . This book was released on 2007 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Empirical Analysis of Stock Market Anomalies written by Shyan-Rong Chou and published by . This book was released on 1989 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Revisiting Calendar Anomalies in Asian Stock Markets Using a Stochastic Dominance Approach written by Hooi-Hooi Lean and published by . This book was released on 2005 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Doctoral Dissertations on China and on Inner Asia 1976 1990 written by Patricia Polansky and published by Greenwood. This book was released on 1998-10-15 with total page 1096 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the thesis literature on China and Inner Asia written between 1976 and 1990. Includes more than 10,000 entries for dissertations in the arts and sciences, law, medicine, theology, engineering and other disciplines. Entries are grouped in topical chapters and each entry includes bibliographic information and an abstract.

Download or read book written by and published by . This book was released on 1992 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Handbook of Equity Market Anomalies written by Leonard Zacks and published by John Wiley & Sons. This book was released on 2011-08-24 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investment pioneer Len Zacks presents the latest academic research on how to beat the market using equity anomalies The Handbook of Equity Market Anomalies organizes and summarizes research carried out by hundreds of finance and accounting professors over the last twenty years to identify and measure equity market inefficiencies and provides self-directed individual investors with a framework for incorporating the results of this research into their own investment processes. Edited by Len Zacks, CEO of Zacks Investment Research, and written by leading professors who have performed groundbreaking research on specific anomalies, this book succinctly summarizes the most important anomalies that savvy investors have used for decades to beat the market. Some of the anomalies addressed include the accrual anomaly, net stock anomalies, fundamental anomalies, estimate revisions, changes in and levels of broker recommendations, earnings-per-share surprises, insider trading, price momentum and technical analysis, value and size anomalies, and several seasonal anomalies. This reliable resource also provides insights on how to best use the various anomalies in both market neutral and in long investor portfolios. A treasure trove of investment research and wisdom, the book will save you literally thousands of hours by distilling the essence of twenty years of academic research into eleven clear chapters and providing the framework and conviction to develop market-beating strategies. Strips the academic jargon from the research and highlights the actual returns generated by the anomalies, and documented in the academic literature Provides a theoretical framework within which to understand the concepts of risk adjusted returns and market inefficiencies Anomalies are selected by Len Zacks, a pioneer in the field of investing As the founder of Zacks Investment Research, Len Zacks pioneered the concept of the earnings-per-share surprise in 1982 and developed the Zacks Rank, one of the first anomaly-based stock selection tools. Today, his firm manages U.S. equities for individual and institutional investors and provides investment software and investment data to all types of investors. Now, with his new book, he shows you what it takes to build a quant process to outperform an index based on academically documented market inefficiencies and anomalies.