The Dynamics of Emerging Stock Markets

Empirical Assessments and Implications

  • Mohamed El Hedi Arouri
  • Fredj Jawadi
  • Duc Khuong Nguyen

Part of the Contributions to Management Science book series (MANAGEMENT SC.)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 1-27
  3. Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 29-54
  4. Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 55-71
  5. Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 73-89
  6. Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 91-121
  7. Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 123-144
  8. Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 145-166
  9. Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 167-184
  10. Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 185-202
  11. Back Matter
    Pages 203-205

About this book

Introduction

Emerging markets have received a particular attention of academic researchers and practitioners since they decided to open their domestic capital markets to foreign participants about three decades ago. At the same time, we remark that theoretical and empirical research in emerging stock markets has been particularly challenged by their fast changes in nature and size under the effects of financial liberalization and reforms. This evolving feature has particularly led to a commensurate increase in sophistication of modeling techniques used for understanding financial markets.

In this spirit, the book aims at providing the audience a comprehensive understanding of emerging stock markets in various aspects using modern financial econometric methods. It addresses the empirical techniques needed by economic agents to analyze the dynamics of these markets and illustrates how they can be applied to the actual data. On the other hand, it presents and discusses new research findings and their implications.

Keywords

Asset Pricing Asset Pricing Model Crisis and contagion Dynamic asset valuations Emerging market finance Financial Market Financial Markets Financial reforms and liberalization Market integration and diversification Stock Markets Stock market

Authors and affiliations

  • Mohamed El Hedi Arouri
    • 1
  • Fredj Jawadi
    • 2
  • Duc Khuong Nguyen
    • 3
  1. 1.Fac. Droit Economie et GestionUniversité OrleansOrléans CX 02France
  2. 2.Groupe Sup de Co Amiens PicardieAmiens CXFrance
  3. 3.School of ManagementISC ParisParis CX 17France

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-7908-2389-9
  • Copyright Information Physica-Verlag Heidelberg 2010
  • Publisher Name Physica-Verlag HD
  • eBook Packages Business and Economics
  • Print ISBN 978-3-7908-2388-2
  • Online ISBN 978-3-7908-2389-9
  • Series Print ISSN 1431-1941
  • About this book