Efficient Estimation of Vector Autoregressions Under the Rational Expectation, Efficient Market Hypothesis PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Efficient Estimation of Vector Autoregressions Under the Rational Expectation, Efficient Market Hypothesis PDF full book. Access full book title Efficient Estimation of Vector Autoregressions Under the Rational Expectation, Efficient Market Hypothesis by Richard Baillie. Download full books in PDF and EPUB format.
Author: Richard Baillie
Publisher:
ISBN:
Category : Foreign exchange
Languages : en
Pages : 18
Get Book Here
Book Description
Author: Richard Baillie
Publisher:
ISBN:
Category : Foreign exchange
Languages : en
Pages : 18
Get Book Here
Book Description
Author:
Publisher: Springer
ISBN: 1349588024
Category : Law
Languages : en
Pages : 7493
Get Book Here
Book Description
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
Author: Richard Baillie
Publisher:
ISBN:
Category : Foreign exchange futures
Languages : en
Pages : 34
Get Book Here
Book Description
Author: University of Birmingham. Faculty of Commerce and Social Science
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 28
Get Book Here
Book Description
Author: Robert J. Hodrick
Publisher: CRC Press
ISBN: 1000943380
Category : Mathematics
Languages : en
Pages : 190
Get Book Here
Book Description
This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.
Author: Wing-Keung Wong
Publisher: Mdpi AG
ISBN: 9783036530802
Category : Business & Economics
Languages : en
Pages : 232
Get Book Here
Book Description
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.
Author: Gourishankar S. Hiremath
Publisher: Springer Science & Business Media
ISBN: 8132215907
Category : Business & Economics
Languages : en
Pages : 135
Get Book Here
Book Description
India is one of the major emerging economies of the world and has witnessed tremendous economic growth over the last decades. The reforms in the financial sector were introduced to infuse energy and vibrancy into the process of economic growth. The Indian stock market now has the largest number of listed companies in the world. The phenomenal growth of the Indian equity market and its growing importance in the economy is indicated by the extent of market capitalization and the increasing integration of the Indian economy with the global economy. Various schools of thought explain the behaviour of stock returns. The Efficient Market Theory is the most important theory of the School of Neoclassical Finance based on rational expectation and no-trade argument. The book investigates the growth and efficiency of the Indian stock market in the theoretical framework of the Efficiency Market Hypothesis (EMH). The main objective of the present study is to examine the returns behaviour in the Indian equity market in the changed market environment. A detailed and rigorous analysis, made with the help of the sophisticated time series econometric models, is one of the key elements of this volume. The analysis empirically tests the random walk hypothesis and focuses on issues like nonlinear dynamics, structural breaks and long memory. It uses new and disaggregated data on recent reforms and changes in the market microstructure. The data on various indices including sectoral indices help in measuring the relative efficiency of the market and understanding how liquidity and market capitalization affect the efficiency of the market.
Author: Shun Chen
Publisher: CRC Press
ISBN: 1317701615
Category : Law
Languages : en
Pages : 437
Get Book Here
Book Description
This book models price behaviour and forecasts prices in the dry bulk shipping market, a major component of the world shipping industry. Recent uncertainties in the world economy, shipbuilding developments and fleet changes mean the dry bulk shipping market has become extremely volatile, highly speculative and more sensitive to external shocks. In response to these challenging circumstances, this book models price behaviour and forecasts prices in various markets including the freight market, the new build ship market and the second-hand ship market. The authors have carried out an extensive investigation of dry bulk shipping over a 60-year period in diverse sub-markets, trading routes, market conditions and dry bulk vessels. The authors also propose a framework for analysing and modelling the economic processes of numerous variables in the dry bulk shipping market, making use of modern econometric techniques and other economic approaches. This will be especially useful for the control and assessment of risk for ship owners and charterers in ship operation, ship chartering and ship trading activities. This book will be extremely useful for shipbuilders, owners and charterers, as well as shipping analysts and policymakers. It will also be of great interest to academics and researchers concerned with the economics of the shipping industry.
Author: Henri Theil
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 508
Get Book Here
Book Description
The subjects covered include econometric macromodels, preliminary estimates of recent changes input-outputs, forecast applications of information concepts and various survey techniques dealing ...
Author: Photis M. Panayides
Publisher: Routledge
ISBN: 1317207041
Category : Business & Economics
Languages : en
Pages : 387
Get Book Here
Book Description
This handbook provides a wide-ranging, coherent, and systematic analysis of maritime management, policy, and strategy development. It undertakes a comprehensive examination of the fields of management and policy-making in shipping by bringing together chapters on key topics of seminal scientific and practical importance. Within 21 original chapters, authoritative experts describe and analyze concepts at the cutting edge of knowledge in shipping. Themes include maritime management and policy, ship finance, port and maritime economics, and maritime logistics. A study examines the determinants of ship management fees. Aspects of corporate governance in the shipping industry are reviewed and there is a critical review of the ship investment literature. Other topics featured include the organization and management of tanker and dry bulk shipping companies, environmental management in shipping with reference to energy-efficient ship operation, a study of the BIMCO Shipping KPI standard, utilizing the Bunker Adjustment Factor as a strategic decision-making instrument, and slow steaming in the maritime industry. All chapters are written to provide implications for further advancement in professional practice and research. The Routledge Handbook of Maritime Management will be of great interest to relevant students, researchers, academics, and professionals alike. It provides abundant opportunities to guide further research in the areas covered but will also initiate and inspire effective maritime management.
