Download or read book A Variance Ratio Test of Random Walk in the Shanghai Stock Market written by Lei Huang and published by . This book was released on 2001 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Variance Ratio Tests of the Random Walk Hypothesis for European Emerging Stock Markets written by Graham Smith and published by . This book was released on 2000 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Efficiency of China s Stock Market written by Shiguang Ma and published by Routledge. This book was released on 2017-11-30 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: By investigating the efficiency of China's stock market in accordance with the theoretical framework of the Efficient Market Hypothesis, this book focuses on weak form and semi-strong form market efficiency. Empirical tests have been intensively conducted on the random walk hypothesis, the presence of market seasonality and the price reaction to publicly released information. In addition The Efficiency of China's Stock Market provides a comparative analysis between China's stock market and other countries' stock markets.
Download or read book The Efficiency of China s Stock Market written by Shiguang Ma and published by Routledge. This book was released on 2017-11-30 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: By investigating the efficiency of China's stock market in accordance with the theoretical framework of the Efficient Market Hypothesis, this book focuses on weak form and semi-strong form market efficiency. Empirical tests have been intensively conducted on the random walk hypothesis, the presence of market seasonality and the price reaction to publicly released information. In addition The Efficiency of China's Stock Market provides a comparative analysis between China's stock market and other countries' stock markets.
Download or read book Chinese Stock Markets A Research Handbook written by Dongwei Su and published by World Scientific. This book was released on 2003-01-07 with total page 454 pages. Available in PDF, EPUB and Kindle. Book excerpt: The exponential growth of China's stock markets in the past decade has attracted global attention from academics and practitioners. The practitioner's interest in Chinese markets stems from corporations; investors and financial institutions foresee substantial benefits from investing in China in the long run. However, the academic literature on the development of securities markets and reform of state enterprises in China is still in its infancy and fragmented. This handbook aims to bridge that gap by presenting a wide spectrum of research in the forefront of financial applications. It integrates theory and practice with state-of-the-art statistical techniques and provides numerous insights into the main challenges confronting Chinese markets in the new millennium.
Download or read book Variance Ratio Tests of Random Walks in Australian Stock Market Indices written by David M. Walsh and published by . This book was released on 1997 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Information Efficiency in Financial and Betting Markets written by Leighton Vaughan Williams and published by Cambridge University Press. This book was released on 2005-09-29 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: The degree to which markets incorporate information is one of the most important questions facing economists today. This book provides a fascinating study of the existence and extent of information efficiency in financial markets, with a special focus on betting markets. Betting markets are selected for study because they incorporate features highly appropriate to a study of information efficiency, in particular the fact that each bet has a well-defined end point at which its value becomes certain. Using international examples, this book reviews and analyses the issue of information efficiency in both financial and betting markets. Part I is an extensive survey of the existing literature, while Part II presents a range of readings by leading academics. Insights gained from the book will interest students of financial economics, financial market analysts, mathematicians and statisticians, and all those with a special interest in finance or gambling.
Download or read book Proceedings of the 2022 International Conference on Artificial Intelligence Internet and Digital Economy ICAID 2022 written by Nebojša Radojević and published by Springer Nature. This book was released on 2022-12-28 with total page 1259 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book.With the continuous upgrading of network information technology, especially the combination of information technology such as Internet - cloud computing - blockchain - Internet of Things and in social and economic activities, through artificial intelligence, Internet and big data with high quality and fast processing efficiency improvement, economic form from industrial economy to information economy. This will greatly reduce social transaction costs, improve the efficiency of resource optimization, increase the added value of products, enterprises and industries, and promote the rapid development of social productivity. The 2022 International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2022) will focus on the latest research on "Artificial Intelligence, Internet and Digital Economy", which brings together experts, scholars, researchers and related practitioners from around the world to share research results, discuss hot issues, and provide attendees with cutting-edge technology information to keep them abreast of industry developments, the latest technologies, and broaden their research horizons.
Download or read book The Chinese Stock Market written by Nicolaas Groenewold and published by Edward Elgar Publishing. This book was released on 2004-01-01 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: '. . . this book succeeds in its mission of analysing the efficiency, predictability and profitability of the Chinese stock market. It is strongly recommended to scholars. It is additionally recommended to practitioners involved in the market, sharing its prosperity and avoiding the possible risk. This book is also recommended to the students who want to learn the systematic application of econometric modelling to market efficiency analysis.' - Shiguang Ma, Economic Record The emergence of a stock market in China only occurred a decade ago and it remains something of an unknown quantity to many observers and traders outside of the country. This book provides an extensive historical and empirical analysis of the Chinese stock-market, the development of which is an integral part of the process of economic modernization that began in China in the late 1970s.
Download or read book Proceedings of the 2022 International Conference on Mathematical Statistics and Economic Analysis MSEA 2022 written by Gaikar Vilas Bhau and published by Springer Nature. This book was released on 2022-12-22 with total page 1514 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is an open access book. 2022 International Conference on Mathematical Statistics and Economic Analysis(MSEA 2022) will be held in Dalian, China from May 27 to 29, 2022. Based on probability theory, mathematical statistics studies the statistical regularity of a large number of random phenomena, and infers and forecasts the whole. Economic development is very important to people's life and the country. Through data statistics and analysis, we can quickly understand the law of economic development. This conference combines mathematical statistics and economic analysis for the first time to explore the relationship between them, so as to provide a platform for experts and scholars in the field of mathematical statistics and economic analysis to exchange and discuss.
Download or read book Random Walk Tests for the Lisbon Stock Market written by Maria Rosa Borges and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: This paper reports the results of tests on the weak-form market efficiency applied to the PSI-20 index prices of the Lisbon Stock Market from January 1993 to December 2006. As an emerging stock market, it is unlikely that it is fully information-efficient, but we show that the level of weak-form efficiency has increased in recent years. We use a serial correlation test, a runs test, an augmented Dickey-Fuller test and the multiple variance ratio test proposed by Lo and MacKinlay (1988) for the hypothesis that the stock market index follows a random walk. Non-trading or infrequent trading is not an issue because the PSI-20 only includes the 20 most traded shares. The tests are performed using daily, weekly and monthly returns for the whole period and for five sub-periods which reflect different trends in the market. We find mixed evidence, but on the whole, our results show that the Portuguese stock market index has been approaching a random walk behavior since year 2000, with a dec
Download or read book Proceedings of the 5th International Conference on Economic Management and Green Development written by Xiaolong Li and published by Springer Nature. This book was released on 2022-05-04 with total page 846 pages. Available in PDF, EPUB and Kindle. Book excerpt: The proceedings consist of papers accepted by the 5th ICEMGD, which are carefully selected and reviewed by professional reviewers from corresponding research fields and the editing committee of the conference. The papers have a diverse range of topics situated at the intersecting field of Economic Management, Public Administration and Green Development. ICEMGD is working to provide a platform for international participants from fields like macro- and microeconomics, international economics, finance, agricultural economics, health economics, business management and marketing strategies, regional development studies, social governance, and sustainable development. This proceedings volume, together with the conference, looks forward to spark inspirations and promote collaborations. It will be of interest to researchers, academics, professionals and policy makers in the field of economic management, public administration, and development studies. Due to COVID-19, ICEMGD was held online on 12-17 August, 2021.
Download or read book International Financial Markets written by Julien Chevallier and published by Routledge. This book was released on 2019-06-28 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. International Financial Markets: Volume I provides a key repository on the current state of knowledge, the latest debates and recent literature on international financial markets. Against the background of the "financialization of commodities" since the 2008 sub-primes crisis, section one contains recent contributions on commodity and financial markets, pushing the frontiers of applied econometrics techniques. The second section is devoted to exchange rate and current account dynamics in an environment characterized by large global imbalances. Part three examines the latest research in the field of meta-analysis in economics and finance. This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.
Download or read book Financial Contagion written by Rob Quail and published by John Wiley & Sons. This book was released on 2011-02-09 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Financial Contagion: The Viral Threat to the Wealth of Nations covers a lot of territory. It is, of course, terribly important to analyze case histories to discover potential triggers, mechanisms of transmission, and viable ways to contain the damage of financial contagion. The problem is, as these articles amply demonstrate, that there’s always a new virus or a mutation of a former one lurking in some corner of the financial world. We don’t know what it is or where it is. And, even if we had some inkling, there’s almost never enough time to develop a financial flu shot." --SeekingAlpha.com The latest insights on financial contagion and how both nations and investors can effectively deal with it. The domino-style structure in which the financial system exists is a perilous one. Although historically, the financial system has been able to deal with major shocks, the fact remains that our financial system is not as secure as it should be. Recent years have brought about too many examples of contagion and systemic risk. That is why Financial Contagion is such an important read. In it, the serious concerns that revolve around our fragile economic system are investigated, researched, and explained. Throughout the book, Kolb offers valuable insights on this dilemma as he compiles the history of financial contagion, highlights the latest research on systemic failure and interrelated markets, and analyzes the risks and consequences we face moving forward. Examines the importance of careful regulation and what must be done to stabilize the global financial system Includes contributed chapters from both academics and experienced professionals, offering a variety of perspectives and a rich interplay of ideas Details how close we are to witnessing a financial contagion that could devastate the world economy We have been harshly reminded of how fragile our economic ecosystem is. With Financial Contagion, you'll hold a better understanding of what needs to be done to strengthen our system and safeguard our financial future.
Download or read book ICIDC 2022 written by Zuriati Ahmad Zukarnain and published by European Alliance for Innovation. This book was released on 2022-10-13 with total page 2599 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 2022 International Conference on Information Economy, Data Modeling and Cloud Computing (ICIDC 2022) was successfully held in Qingdao, China from June 17 to 19, 2022. Under the impact of COVID-19, ICIDC 2022 was held adopting a combination of online and offline conference. During this conference, we were greatly honored to have Prof Datuk Dr Hj Kasim Hj Md Mansur from Universiti Malaysia Sabah, Malaysia to serve as our Conference Chairman. And there were 260 individuals attending the conference. The conference agenda was composed of keynote speeches, oral presentations, and online Q&A discussion. The proceedings of ICIDC 2022 cover various topics, including Big Data Finance, E-Commerce and Digital Business, Modeling Method, 3D Modeling, Internet of Things, Cloud Computing Platform, etc. All the papers have been checked through rigorous review and processes to meet the requirements of publication. Data modeling allows us to obtain the dynamic change trend of various indicator data, so how to use big data information to model and study the development trend of economic operation plan is of great significance. And that is exactly the purpose of this conference, focusing on the application of big data in the economic field as well as conducting more profound research in combination with cloud computing.
Download or read book Open Internationalization Strategy written by Nadine Tournois and published by Taylor & Francis. This book was released on 2021-02-22 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: Open internationalization is a concept that brings a new perspective on the process of firm internationalization. As theories of internationalization show, some companies expand abroad only on their own, known as closed internationalization, while others combine their resources with those of other firms or use their networks for facilitating foreign implantation, known as open internationalization. Parallel to the development of the well-known concept of open innovation, open internationalization can be conceived as a meta-model for understanding companies’ expansion abroad. This book gathers a selection of contemporary research works dedicated to open internationalization, either seen as a way to analyze expansion in foreign countries, or as a way to investigate the management of geographically dispersed activities. All the authors of the chapters are researchers specialized in the internationalization field. Readers will benefit from this new lens for understanding, studying or practising international business, from the decision to go abroad to its implementation and its efficiency. Open Internationalization Strategy includes both academic empirical investigations and literature reviews on specific topics, making it valuable to researchers, academics, managers, and students in the fields of business and management history, international business, organizational studies, and economics.
Download or read book Engineering Technology Engineering Education and Engineering Management written by Deyao Tan and published by CRC Press. This book was released on 2015-06-25 with total page 1213 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains papers presented at the International Conference on Engineering Technologies, Engineering Education and Engineering Management (ETEEEM 2014, Hong Kong, 15-16 November 2014). A wide variety of topics is included in the book: - Engineering Education - Education Engineering and Technology - Methods and Learning Mechanism
