The Dynamics of Emerging Stock Markets Empirical Assessments and Implications /

• Main Authors: Arouri, Mohamed El Hedi. (Author), Jawadi, Fredj. (Author), Nguyen, Duc Khuong. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Heidelberg : Physica-Verlag HD, 2010.
• Series: Contributions to Management Science,
• Subjects: Economics.; Taxation.; Economics/Management Science.; Business Taxation.; Business/Management Science, general.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-7908-2389-9

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...

Table of 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.