Contributions to Management Science

The Dynamics of Emerging Stock Markets

Empirical Assessments and Implications

Authors: Arouri, Mohamed El Hedi, Jawadi, Fredj, Nguyen, Duc Khuong

  • Provides sophisticated modelling techniques for fast changing markets
  • Offers comprehensive understanding of modern financial econometric methods
  • Presents and discusses new research findings and their implications
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eBook $139.00
price for USA (gross)
  • ISBN 978-3-7908-2389-9
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-7908-2388-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • ISBN 978-3-7908-2815-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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.

Table of contents (9 chapters)

  • Emerging Markets: Overview and Performance Analysis

    Arouri, Mohamed El Hedi (et al.)

    Pages 1-27

  • Dynamic Process of Financial Reforms

    Arouri, Mohamed El Hedi (et al.)

    Pages 29-54

  • Asset Pricing Models

    Arouri, Mohamed El Hedi (et al.)

    Pages 55-71

  • Threshold Stock Price Adjustments

    Arouri, Mohamed El Hedi (et al.)

    Pages 73-89

  • Evolving Stock Market Efficiency

    Arouri, Mohamed El Hedi (et al.)

    Pages 91-121

Buy this book

eBook $139.00
price for USA (gross)
  • ISBN 978-3-7908-2389-9
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-7908-2388-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • ISBN 978-3-7908-2815-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
The Dynamics of Emerging Stock Markets
Book Subtitle
Empirical Assessments and Implications
Authors
Series Title
Contributions to Management Science
Copyright
2010
Publisher
Physica-Verlag Heidelberg
Copyright Holder
Physica-Verlag Heidelberg
eBook ISBN
978-3-7908-2389-9
DOI
10.1007/978-3-7908-2389-9
Hardcover ISBN
978-3-7908-2388-2
Softcover ISBN
978-3-7908-2815-3
Series ISSN
1431-1941
Edition Number
1
Number of Pages
XV, 205
Number of Illustrations and Tables
30 b/w illustrations
Topics