Anomalies In Asian Stock Market
Bebas
16
0
0
Teks penuh
Dokumen terkait
This study analyzes whether underwriter reputation, use of proceeds for working capital, number of risk factors affect the degree of underpricing in Indonesian stock
In order to generate a high economic growth through the changes in monetary policy instruments such as money supply and the interest rates, Bank Indonesia should respond
GARCH 1,1 In this analysis we generate the volatility estimates for stock returns and monetary policy variables growth rates based on the following standard GARCH 1,1 specifications:
The Indonesian Capital Market Review The Indonesian Capital Market Review Volume 1 Number 2 July Article 4 7-30-2009 Integration versus Segmentation in Asian Financial Market: The
Chapter 2: Financial Products and Derivatives As the valuation of financial derivatives and their products are very important in stochastic finance, the purpose of this work is to
With a new statistical tool, namely the Brock-Dechert-Scheinkman BDS test, it is possible for researchers to detect more complex form of dependencies in series of financial returns that
Therefore the objectives of this paper are threefold, which are to construct industry’s index portfolio by buying past winners and selling past losers for Malaysian stock market, to
"Volatility spillovers under difference in the degree of market integration: Evidence from the selected Asian and Eastern European stock markets", Journal of International Studies, 2019
