An Empirical Investigation of Stock Markets

An Empirical Investigation of Stock Markets PDF Author: Shigeyuki Hamori
Publisher: Springer Science & Business Media
ISBN: 1441992081
Category : Business & Economics
Languages : en
Pages : 140

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Book Description
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.

An Empirical Investigation of Stock Markets

An Empirical Investigation of Stock Markets PDF Author: Shigeyuki Hamori
Publisher: Springer Science & Business Media
ISBN: 1441992081
Category : Business & Economics
Languages : en
Pages : 140

Get Book Here

Book Description
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.

An Empirical Investigation of Stock Markets

An Empirical Investigation of Stock Markets PDF Author: Shigeyuki Hamori
Publisher:
ISBN: 9781441992093
Category :
Languages : en
Pages : 152

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Book Description


STOCK MARKET BEHAVIOR AND INTEGRATION AMONG GLOBAL STOCK MARKETS - AN EMPIRICAL INVESTIGATION

STOCK MARKET BEHAVIOR AND INTEGRATION AMONG GLOBAL STOCK MARKETS - AN EMPIRICAL INVESTIGATION PDF Author: Arul Sulochana Y
Publisher: Faculty of Management Sciences
ISBN: 9781998757275
Category : Business & Economics
Languages : en
Pages : 0

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Book Description
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.

STOCK MARKET BEHAVIOR AND INTEGRATION AMONG GLOBAL STOCK MARKETS - AN EMPIRICAL INVESTIGATION

STOCK MARKET BEHAVIOR AND INTEGRATION AMONG GLOBAL STOCK MARKETS - AN EMPIRICAL INVESTIGATION PDF Author: Arul Sulochanay
Publisher: Arul Sulochana Y
ISBN: 9789056739379
Category :
Languages : en
Pages : 0

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Book Description
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.

An Empirical Investigation of Stock Market Volatility

An Empirical Investigation of Stock Market Volatility PDF Author: Laurent Guy
Publisher:
ISBN:
Category :
Languages : en
Pages : 146

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Book Description


Willingness to Invest in Stock Market

Willingness to Invest in Stock Market PDF Author: Shafinar Ismail
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description


An Empirical Investigation of Stock Market Interdependence Between Developed and Emerging Markets

An Empirical Investigation of Stock Market Interdependence Between Developed and Emerging Markets PDF Author: Jessica Raymond Aoun
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 162

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Book Description


The Dynamics of Emerging Stock Markets

The Dynamics of Emerging Stock Markets PDF Author: Mohamed El Hedi Arouri
Publisher: Springer Science & Business Media
ISBN: 3790823899
Category : Business & Economics
Languages : en
Pages : 214

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Book Description
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.

Herd Behavior in Financial Markets

Herd Behavior in Financial Markets PDF Author: Sushil Bikhchandani
Publisher:
ISBN:
Category : Capital market
Languages : en
Pages : 38

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Book Description


An Empirical Investigation of the Distribution of Stock-market Prices and Weak-form Efficiency of the Brussels Stock Exchange

An Empirical Investigation of the Distribution of Stock-market Prices and Weak-form Efficiency of the Brussels Stock Exchange PDF Author: Baldomero V. Regidor
Publisher:
ISBN:
Category : Stocks
Languages : en
Pages : 546

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Book Description