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Information Efficiency and Anomalies in Asian Equity Markets

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Arbitrage Portfolio
ARDL Model
Asian banking system
Asian equities
Asian securities
Asian stock market efficiency research
behavioural finance
Calendar Anomalies
capital market anomalies
CAPM Alpha
Category=KFFM
Cointegration Test
Data Snooping Bias
De Bondt
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Equity markets
Excess Return
financial crisis impact
Information systems
Losers Portfolio
Malaysian Stock Market
Management of information systems
mean reversion analysis
Momentum Effect
Momentum Profits
Momentum Return
Momentum Trading Strategy
Negative Monday Effect
Panel VECM
Random Walk
random walk theory
Sharpe Lintner CAPM
SMB
Stock Return Autocorrelation
Technical Trading Rules
technical trading strategies
Traditional Unit Root Tests
Unit Root
Unit Root Tests
Va Ri

Product details

  • ISBN 9781138195387
  • Weight: 660g
  • Dimensions: 156 x 234mm
  • Publication Date: 18 Oct 2016
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
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Description

The efficient market hypothesis (EMH) maintains that all relevant information is fully and immediately reflected in stock prices and that investors will obtain an equilibrium rate of return. The EMH has far reaching implications for capital allocation, stock price prediction, and the effectiveness of specific trading strategies. Equity market anomalies reflect that the market is inefficient and hence, contradicts the EMH.

This book gathers both theoretical and practical perspectives, by including research issues, methodological approaches, practical case studies, uses of new policy and other points of view related to equity market efficiency to help address the future challenges facing the global equity markets and economies. Information Efficiency and Anomalies in Asian Equity Markets: Theories and evidence is an insightful resource that will be useful for students, academics and professionals alike.
About
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.