On The Validity Of The Weak Form Efficient Markets Hypothesis Applied To The London Stock Exchange
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Author | : Uttam B Sapate |
Publisher | : Educreation Publishing |
Total Pages | : 196 |
Release | : |
Genre | : Education |
ISBN | : |
Econometric Analysis of Weak Form of Market Efficiency This book "Econometric Analysis of Weak Form of Market Efficiency" is an outcome of doctoral research work carried out on a large amount of stock market data using MATLAB software. It is a unique study wherein a battery of econometric tests has been applied to test the Indian stock market's weak form efficiency. This book consists of 6 chapters describing the concepts of market efficiency, econometric analysis and outcomes of the study. Each chapter deals with complex mathematical terminology in lucid and simple language for better understanding. This books aims at providing advance knowledge to the researches for application of econometric techniques to ascertain market efficiency. However, at the same time it is useful as a practical guide to the graduate / post graduate students of management, economics, and securities markets and engineering for carrying out desk research using MATLAB handling large amount of secondary data. The research outcomes are expected to be guiding force to investors, academicians, researchers in many ways wherein this work can further be extended.
Author | : Nick Wilkinson |
Publisher | : Cambridge University Press |
Total Pages | : 811 |
Release | : 2022-01-13 |
Genre | : Business & Economics |
ISBN | : 1108839142 |
A user-friendly problem-solving approach to managerial economics, with a focus on the transformative effects of the digital revolution.
Author | : Raj S. Dhankar |
Publisher | : Springer Nature |
Total Pages | : 323 |
Release | : 2019-10-24 |
Genre | : Business & Economics |
ISBN | : 8132239504 |
This book covers all aspects of modern finance relating to portfolio theory and risk–return relationship, offering a comprehensive guide to the importance, measurement and application of the risk–return hypothesis in portfolio management. It is divided into five parts: Part I discusses the valuation of capital assets and presents various techniques and models used in this context. Part II then addresses market efficiency and capital market models, particularly focusing on measuring market efficiency, which is a crucial factor in making correct investment decisions. It also analyzes the major capital market models like CAPM and APT to determine to what extent they are suitable for use in developing economies. Part III highlights the significance of risk–return analysis as a prerequisite for investment decisions, while Part IV examines the selection and performance appraisals of portfolios against the backdrop of the risk–return relationship. It also examines new tools such as the value-at-risk application for mutual funds and the applications of the price-to-earnings ratio in portfolio performance measurement. Lastly, Part V explores contemporary issues in finance, including the relevance of Islamic finance in the increasingly volatile global financial system.
Author | : Nicolaas Groenewold |
Publisher | : Edward Elgar Publishing |
Total Pages | : 268 |
Release | : 2004-01-01 |
Genre | : Business & Economics |
ISBN | : 9781782541172 |
'. . . 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.
Author | : Keith Redhead |
Publisher | : Routledge |
Total Pages | : 936 |
Release | : 2008-09-15 |
Genre | : Business & Economics |
ISBN | : 1134088388 |
This book is the ideal course book for the growing number of options in personal finance and money management, explaining the investment and financing strategies available to individual investors and including various case studies and exercises.
Author | : Raj S. Dhankar |
Publisher | : Springer |
Total Pages | : 357 |
Release | : 2019-04-25 |
Genre | : Business & Economics |
ISBN | : 813223748X |
This book discusses capital markets and investment decision-making, focusing on the globalisation of the world economy. It presents empirically tested results from Indian and Southwest Asian stock markets and offers valuable insights into the working of Indian capital markets. The book is divided into four parts: the first part examines capital-market operations, particularly clearance and settlement processes, and stock market operations. The second part then addresses the functioning of global markets and investment decisions; more specifically it explores calendar anomalies, dependencies, overreaction effect, causality effect and stock returns volatility in South Asia, U.S. and global stock markets as a whole. Part three covers issues relating to capital structure, values of firm and investment strategies. Lastly, part four discusses emerging issues in finance like behavioral finance, Islamic finance, and international financial reporting standards. The book fills the gap in the existing finance literature and helps fund managers and individual investors make more accurate investment decisions.
Author | : Nittaya Wiboonprapat |
Publisher | : |
Total Pages | : 176 |
Release | : 2005 |
Genre | : Financial institutions |
ISBN | : |
Author | : Wing-Keung Wong |
Publisher | : Mdpi AG |
Total Pages | : 232 |
Release | : 2022-02-17 |
Genre | : Business & Economics |
ISBN | : 9783036530802 |
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 | : |
Publisher | : |
Total Pages | : 750 |
Release | : 2007 |
Genre | : Decision making |
ISBN | : |
Author | : |
Publisher | : |
Total Pages | : 644 |
Release | : 1997-12-19 |
Genre | : Economics |
ISBN | : |