Information efficiency and anomalies in Asian equity markets: theories and evidence
Saved in:
| Other Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London
Routledge
2017
|
| Series: | Routledge studies in the modern world economy
|
| Subjects: | |
| Item Description: | 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 |
| ISBN: | 1317270304 9781317270300 |
Staff View
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV044357708 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 170620s2017 |||| o||u| ||||||eng d | ||
| 020 | |a 1317270304 |9 1-317-27030-4 | ||
| 020 | |a 9781317270300 |9 978-1-317-27030-0 | ||
| 035 | |a (ZDB-4-NLEBK)ocn960040614 | ||
| 035 | |a (OCoLC)960040614 | ||
| 035 | |a (DE-599)BVBBV044357708 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 082 | 0 | |a 332.64 |2 23 | |
| 245 | 1 | 0 | |a Information efficiency and anomalies in Asian equity markets |b theories and evidence |c edited by Qaiser Munir and Sook Ching Kok |
| 264 | 1 | |a London |b Routledge |c 2017 | |
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Routledge studies in the modern world economy | |
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a 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 | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
| 650 | 7 | |a Capital market |2 fast | |
| 650 | 7 | |a Finance |2 fast | |
| 650 | 7 | |a Information theory in finance |2 fast | |
| 650 | 7 | |a Stock exchanges |2 fast | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Capital market |z Asia | |
| 650 | 4 | |a Stock exchanges |z Asia | |
| 650 | 4 | |a Information theory in finance |z Asia | |
| 650 | 4 | |a Finance |z Asia | |
| 651 | 4 | |a Asien | |
| 700 | 1 | |a Munir, Qaiser |d 1968- |4 edt | |
| 700 | 1 | |a Kok, Sook Ching |4 edt | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |t Information efficiency and anomalies in Asian equity markets |d London : Routledge, 2017 |z 9781138195387 |z 1138195383 |
| 912 | |a ZDB-4-NLEBK | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029760340 | ||
Record in the Search Index
| _version_ | 1804177602844295168 |
|---|---|
| any_adam_object | |
| author2 | Munir, Qaiser 1968- Kok, Sook Ching |
| author2_role | edt edt |
| author2_variant | q m qm s c k sc sck |
| author_facet | Munir, Qaiser 1968- Kok, Sook Ching |
| building | Verbundindex |
| bvnumber | BV044357708 |
| collection | ZDB-4-NLEBK |
| ctrlnum | (ZDB-4-NLEBK)ocn960040614 (OCoLC)960040614 (DE-599)BVBBV044357708 |
| dewey-full | 332.64 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64 |
| dewey-search | 332.64 |
| dewey-sort | 3332.64 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03289nmm a2200469zc 4500</leader><controlfield tag="001">BV044357708</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">170620s2017 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1317270304</subfield><subfield code="9">1-317-27030-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781317270300</subfield><subfield code="9">978-1-317-27030-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-4-NLEBK)ocn960040614</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)960040614</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044357708</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64</subfield><subfield code="2">23</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Information efficiency and anomalies in Asian equity markets</subfield><subfield code="b">theories and evidence</subfield><subfield code="c">edited by Qaiser Munir and Sook Ching Kok</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London</subfield><subfield code="b">Routledge</subfield><subfield code="c">2017</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Routledge studies in the modern world economy</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Finance</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Capital market</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finance</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Information theory in finance</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stock exchanges</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market</subfield><subfield code="z">Asia</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stock exchanges</subfield><subfield code="z">Asia</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Information theory in finance</subfield><subfield code="z">Asia</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance</subfield><subfield code="z">Asia</subfield></datafield><datafield tag="651" ind1=" " ind2="4"><subfield code="a">Asien</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Munir, Qaiser</subfield><subfield code="d">1968-</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kok, Sook Ching</subfield><subfield code="4">edt</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="t">Information efficiency and anomalies in Asian equity markets</subfield><subfield code="d">London : Routledge, 2017</subfield><subfield code="z">9781138195387</subfield><subfield code="z">1138195383</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-NLEBK</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029760340</subfield></datafield></record></collection> |
| geographic | Asien |
| geographic_facet | Asien |
| id | DE-604.BV044357708 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:50:42Z |
| institution | BVB |
| isbn | 1317270304 9781317270300 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029760340 |
| oclc_num | 960040614 |
| open_access_boolean | |
| psigel | ZDB-4-NLEBK |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | Routledge |
| record_format | marc |
| series2 | Routledge studies in the modern world economy |
| spelling | Information efficiency and anomalies in Asian equity markets theories and evidence edited by Qaiser Munir and Sook Ching Kok London Routledge 2017 txt rdacontent c rdamedia cr rdacarrier Routledge studies in the modern world economy 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 BUSINESS & ECONOMICS / Finance bisacsh Capital market fast Finance fast Information theory in finance fast Stock exchanges fast Wirtschaft Capital market Asia Stock exchanges Asia Information theory in finance Asia Finance Asia Asien Munir, Qaiser 1968- edt Kok, Sook Ching edt Erscheint auch als Druck-Ausgabe Information efficiency and anomalies in Asian equity markets London : Routledge, 2017 9781138195387 1138195383 |
| spellingShingle | Information efficiency and anomalies in Asian equity markets theories and evidence BUSINESS & ECONOMICS / Finance bisacsh Capital market fast Finance fast Information theory in finance fast Stock exchanges fast Wirtschaft Capital market Asia Stock exchanges Asia Information theory in finance Asia Finance Asia |
| title | Information efficiency and anomalies in Asian equity markets theories and evidence |
| title_auth | Information efficiency and anomalies in Asian equity markets theories and evidence |
| title_exact_search | Information efficiency and anomalies in Asian equity markets theories and evidence |
| title_full | Information efficiency and anomalies in Asian equity markets theories and evidence edited by Qaiser Munir and Sook Ching Kok |
| title_fullStr | Information efficiency and anomalies in Asian equity markets theories and evidence edited by Qaiser Munir and Sook Ching Kok |
| title_full_unstemmed | Information efficiency and anomalies in Asian equity markets theories and evidence edited by Qaiser Munir and Sook Ching Kok |
| title_short | Information efficiency and anomalies in Asian equity markets |
| title_sort | information efficiency and anomalies in asian equity markets theories and evidence |
| title_sub | theories and evidence |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Capital market fast Finance fast Information theory in finance fast Stock exchanges fast Wirtschaft Capital market Asia Stock exchanges Asia Information theory in finance Asia Finance Asia |
| topic_facet | BUSINESS & ECONOMICS / Finance Capital market Finance Information theory in finance Stock exchanges Wirtschaft Capital market Asia Stock exchanges Asia Information theory in finance Asia Finance Asia Asien |
| work_keys_str_mv | AT munirqaiser informationefficiencyandanomaliesinasianequitymarketstheoriesandevidence AT koksookching informationefficiencyandanomaliesinasianequitymarketstheoriesandevidence |