Information Efficiency and Anomalies in Asian Equity Markets: Theories and evidence

Author:   Qaiser Munir ,  Sook Ching Kok
Publisher:   Taylor & Francis Ltd
ISBN:  

9781138195387


Pages:   254
Publication Date:   18 October 2016
Format:   Hardback
Availability:   In Print   Availability explained
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Information Efficiency and Anomalies in Asian Equity Markets: Theories and evidence


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Author:   Qaiser Munir ,  Sook Ching Kok
Publisher:   Taylor & Francis Ltd
Imprint:   Routledge
Weight:   0.660kg
ISBN:  

9781138195387


ISBN 10:   1138195383
Pages:   254
Publication Date:   18 October 2016
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

1. Equity Market Informational Efficiency: 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 Reexamination on the Calendar Anomalies during Asian Financial Crisis: Some Empirical Evidence from Closure Test Principle and EGARCH-Mean Model (Ricky Chee-Jiun Chia and Shiok Ye Lim) 6. Mean Reversion Effect and Contrarian Strategy (Tamara Teplova and Evgenya Mikova) 7. Momentum Effect: Pricing Paradox or New Beta Strategy (Tamara Teplova and Evgenya Mikova) 8. Momentum Returns, Market States, and Financial Crisis: 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 USA (Massimiliano Serati and Arianna Ziliotto) 12. Technical and Efficiency and Stock Performance of Listed Commercial Banks in ASEAN-5 (Sok-Gee Chan) 13. Asymmetric Effect of Political Elections on the Stock Returns and Volatility in Malaysia (Hooi Hooi Lean and Geok Peng Yeap)

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Qaiser Munir is an associate professor in the Faculty of Business, Economics and Accountancy at Universiti Malaysia Sabah, Malaysia. He has been an academic in the applied economics discipline for over eight years. Since 2008, he has worked on various projects and consultancies, including projects funded by the Ministry of Higher Education, Malaysia. His research interests include applied economics, financial economics, development economics, and applied econometrics. Dr. Munir is presently serving as chief editor of the Malaysian Journal of Business and Economics and has reviewed a number of articles for the Economic Bulletin, the Journal of Economic Studies and other academic journals. He has won numerous excellence awards for teaching during his career. Sook Ching Kok is a senior lecturer and PhD candidate at the Faculty of Business, Economics and Accountancy at Universiti Malaysia Sabah, Malaysia. Her main research interest is in financial economics. She has worked on various projects, including those funded by the Ministry of Higher Education, Malaysia.

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