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The dynamics of emerging stock markets : empirical assessments and implications

Author: Mohamed El Hedi Arouri; Fredj Jawadi; Duc Khuong Nguyen
Publisher: Heidelberg : Physica-Verlag, ©2010.
Series: Contributions to management science.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Arouri, Mohamed El Hedi.
Dynamics of emerging stock markets.
Heidelberg : Physica, ©2010
(OCoLC)540108521
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Mohamed El Hedi Arouri; Fredj Jawadi; Duc Khuong Nguyen
ISBN: 9783790823899 3790823899
OCLC Number: 567369943
Description: 1 online resource (xv, 205 pages).
Contents: Chapter 1 Emerging Markets: Overview and Performance Analysis --
Chapter 2 Dynamic Process of Financial Reforms --
Chapter 3 Asset Pricing Models --
Chapter 4 Threshold Stock Price Adjustments --
Chapter 5 Evolving Stock Market Efficiency --
Chapter 6 Stock Market Volatility --
Chapter 7 Globalization and Market Integration --
Chapter 8 Dynamics of Market Integration and International Asset Pricing --
Chapter 9 International Financial Crisis and Contagion.
Series Title: Contributions to management science.
Responsibility: Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen.

Abstract:

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.

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