Empirical Finance: Modelling and Analysis of Emerging Financial and Stock Markets

摘要: 1 Introduction.- 2 The Thai Financial System: Characteristics of the Emerging Stock.- 3 Descriptive Statistics and General Stock Market.- 4 Market Efficiency Models Tests.- 5 Valuation Models.- 6 for Rational Speculative Bubbles.- 7 Anomalies Studies.- 8 Volatility 9 Summary Conclusions.- Appendix Structure Institutions in Thailand.- ARIMA Test Results.- Regression List Figures.- Tables.- Appendices.- About Authors.