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  • © 2010

The Dynamics of Emerging Stock Markets

Empirical Assessments and Implications

  • Provides sophisticated modelling techniques for fast changing markets
  • Offers comprehensive understanding of modern financial econometric methods
  • Presents and discusses new research findings and their implications

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

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Table of contents (9 chapters)

  1. Front Matter

    Pages i-xv
  2. Emerging Markets: Overview and Performance Analysis

    • Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 1-27
  3. Dynamic Process of Financial Reforms

    • Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 29-54
  4. Asset Pricing Models

    • Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 55-71
  5. Threshold Stock Price Adjustments

    • Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 73-89
  6. Evolving Stock Market Efficiency

    • Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 91-121
  7. Stock Market Volatility

    • Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 123-144
  8. Globalization and Market Integration

    • Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 145-166
  9. Dynamics of Market Integration and International Asset Pricing

    • Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 167-184
  10. International Financial Crisis and Contagion

    • Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen
    Pages 185-202
  11. Back Matter

    Pages 203-205

About this book

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.

Authors and Affiliations

  • Fac. Droit Economie et Gestion, Université Orleans, Orléans CX 02, France

    Mohamed El Hedi Arouri

  • Groupe Sup de Co Amiens Picardie, Amiens CX, France

    Fredj Jawadi

  • School of Management, ISC Paris, Paris CX 17, France

    Duc Khuong Nguyen

Bibliographic Information

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access