| 000 -LEADER |
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| fixed length control field |
03108nam a22004815i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-3-7908-2666-1 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20161121230906.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
121227s2005 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783790826661 |
| -- |
978-3-7908-2666-1 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/978-3-7908-2666-1 |
| Source of number or code |
doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG1-HG9999 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
KFF |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
BUS027000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Islam, Sardar M. N. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Empirical Finance |
| Medium |
[electronic resource] : |
| Remainder of title |
Modelling and Analysis of Emerging Financial and Stock Markets / |
| Statement of responsibility, etc. |
by Sardar M. N. Islam, Sethapong Watanapalachaikul. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Heidelberg : |
| Name of producer, publisher, distributor, manufacturer |
Physica-Verlag HD : |
| -- |
Imprint: Physica, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2005. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XIV, 201 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Contributions to Economics, |
| International Standard Serial Number |
1431-1933 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1 Introduction -- 2 The Thai Financial System: Characteristics of the Emerging Thai Stock -- 3 Descriptive Statistics and General Characteristics of the Stock Market -- 4 Market Efficiency Models and Tests -- 5 Stock Valuation Models -- 6 Models for Rational Speculative Bubbles -- 7 Models for Anomalies Studies -- 8 Volatility Models -- 9 Summary and Conclusions -- Appendix 1 Structure of Financial Institutions in Thailand -- Appendix 2 Market Efficiency and ARIMA Test Results -- Appendix 3 Regression Test Results -- List of Figures -- List of Tables -- List of Appendices -- About the Authors. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
The emphasis of this book is on understanding special characteristics of the financial systems of emerging markets, where the existence of market imperfections such as asymmetric information, adverse selection and moral hazard can cause financial market failures. Considering the Thai stock market as an example, this book provides an econometric study of a typical Asian financial system. Many contemporary techniques and models are used in this study, including simple multivariate regression, multi-factor model, exponential smoothing, Holt Winter’s models, and GARCH type models. The findings of the existence of rational bubbles, anomalies, volatility and other characteristics reveal evidence of inefficiency in the Thai stock market. Based on these results, the book includes justifications for public policies in such economies and makes suggestions for further research areas. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Development economics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Finance, general. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Development Economics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Watanapalachaikul, Sethapong. |
| Relator term |
author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9783790815511 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Contributions to Economics, |
| International Standard Serial Number |
1431-1933 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-7908-2666-1 |
| 912 ## - |
|---|
| -- |
ZDB-2-SBE |
