Information efficiency and anomalies in Asian equity markets theories and evidence - Munir, Qaiser 1968-; Kok, Sook Ching (Routledge, 2017)
Includes bibliographical references and index
1. Equity market informational effi ciency : history and development / Qaiser Munir and Sook Ching Kok -- 2. Equity market anomalies : concepts, classifications, theories and evidence / Qaiser Munir and Sook Ching Kok -- 3. The random walk hypothesis on the small and medium capitalized segment of the Indian stock market / Vinod Mishra and Russell Smyth -- 4. Stock market index price prediction using predetermined variables : a case study of Malaysia / Qaiser Munir and Sook Ching Kok -- 5. A re-examination of the calendar anomalies during the Asian financial crisis : some empirical evidence from the closure test principle and the EGARCH-mean model / Ricky Chee-Jiun Chia and Shiok Ye Lim -- 6. The mean reversion effect and the contrarian strategy / Tamara Teplova and Evgeniya Mikova -- 7. The momentum effect : pricing paradox or new beta strategy / Tamara Teplova and Evgeniya Mikova -- 8. Momentum returns, market states and financial crises : evidence from China and Hong Kong / Muhammad A. Cheema and Gilbert V. Nartea -- 9. The profitability of technical trading rules : empirical application on Asian stock markets / Andrei Anghel and Cristiana Tudor -- 10. Technical trading and market efficiency in Asian equity markets / Piyapas Tharavanij -- 11. Testing for semi-strong efficiency under stressed market conditions : a comparative focus on Asia, Europe and the United States / Massimiliano Serati and Arianna Ziliotto -- 12. Technical efficiency and stock performance of listed commercial banks in ASEAN-5 / Sok-Gee Chan -- 13. Asymmetric effect of political elections on stock returns and volatility in Malaysia / Hooi Hooi Lean and Geok Peng Yeap