| Record ID | ia:empiricalfinance0000isla |
| Source | Internet Archive |
| Download MARC XML | https://archive.org/download/empiricalfinance0000isla/empiricalfinance0000isla_marc.xml |
| Download MARC binary | https://www.archive.org/download/empiricalfinance0000isla/empiricalfinance0000isla_meta.mrc |
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008 040624s2004 nyua b 001 0 eng
010 $a 2004109408
020 $a3790815519 (soft cover : alk. paper)
020 $a9783790815511 (soft cover : alk. paper)
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100 1 $aIslam, Sardar M. N.,$d1950-
245 10 $aEmpirical finance :$bmodelling and analysis of emerging financial and stock markets /$cSardar M. N. Islam.
250 $a1st ed.
260 $aNew York, NY :$bPhysica-Verlag Heidelberg New York,$c2004.
300 $axiv, 200 p. :$bill. ;$c24 cm.
440 0 $aContributions to economics
504 $aIncludes bibliographical references (p. [189]-197) and index.
505 0 $a1. Introduction -- 2. The Thai financial system : characteristics of the emerging Thai stock market -- 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 -- App. 1. Structure of financial institutions in Thailand -- App. 2. Market efficiency and ARIMA test results -- App. 3. Regression test results -- App. 4. Day of the week and January effect test results.
650 0 $aFinance$zDeveloping countries.
650 0 $aMoney market$xMathematical models.
650 0 $aStock exchanges$zThailand.
700 1 $aWatanapalachaikul, Sethapong.
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