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Seasonalities in China's Stock Markets : : Cultural or Structural? / / Jason Mitchell, Li Ong
Seasonalities in China's Stock Markets : : Cultural or Structural? / / Jason Mitchell, Li Ong
Autore Mitchell Jason
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (46 p.)
Altri autori (Persone) OngLi
Collana IMF Working Papers
Soggetto topico Stocks - China - Rate of return
Exports and Imports
Finance: General
Investments: Stocks
Portfolio Choice
Investment Decisions
Information and Market Efficiency
Event Studies
International Financial Markets
General Financial Markets: General (includes Measurement and Data)
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Current Account Adjustment
Short-term Capital Movements
Finance
Investment & securities
Stock markets
Liquidity
Stocks
Portfolio investment
Financial markets
Asset and liability management
Financial institutions
Balance of payments
Stock exchanges
Economics
Portfolio management
ISBN 1-4623-9522-8
1-4527-1786-9
1-283-51315-3
9786613825605
1-4519-0800-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE ON SEASONALITIES""; ""III. INSTITUTIONAL ASPECTS OF CHINESE STOCK MARKET""; ""IV. DATA AND RESEARCH METHOD""; ""V. RESULTS""; ""VI. EXTENSION: HOLIDAY EFFECT""; ""VII. FURTHER EXTENSIONS: INVESTMENT STRATEGIES BASED ON SEASONALITIES""; ""VIII. CONCLUSION""; ""REFERENCES""
Record Nr. UNINA-9910816275703321
Mitchell Jason  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR : : Evidence from Stock Markets / / Xiaojing Zhang, Tao Sun
Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR : : Evidence from Stock Markets / / Xiaojing Zhang, Tao Sun
Autore Zhang Xiaojing
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (44 p.)
Altri autori (Persone) SunTao
Collana IMF Working Papers
Soggetto topico Stock exchanges - China
Global Financial Crisis, 2008-2009
Finance: General
Investments: Stocks
Macroeconomics
General Financial Markets: General (includes Measurement and Data)
Price Level
Inflation
Deflation
Externalities
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Finance
Investment & securities
Stock markets
Asset prices
Spillovers
Stocks
Financial integration
Stock exchanges
Prices
International finance
ISBN 1-4623-7493-X
1-4527-4199-9
9786612843792
1-4518-7313-1
1-282-84379-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Performance of China and HK's Stock Markets-Stylized Facts and Some Preliminary Observations; III. Related Literature; IV. Data and Methodology; V. Empirical results; A. UGARCH Models; B. MGARCH models; VI. Conclusions and Policy Implications; Tables; 1. Emerging Stock Market Peaks and Troughs: Current Episode; 2. Data Description and Transformation; 3. Daily Equity Price Returns: Summary Statistics; 4. Equity Prices and Volatility Indices: Augmented Dickey-Fuller Tests Statistics; 5. VAR Lag Oder Selection Criteria; 6. The Distribution of Squared Returns
7. Regression Results of the Event Models: China8. Regression Results of the Event Models: Hong Kong SAR; 9. Estimated Coefficients for Conditional Mean Return Equations; 10. Estimated Coefficients for Variance Covariance Equations; 11. Estimated Coefficients for Conditional Mean Return Equations Using Financial; 12. Estimated Coefficients for Variance Covariance Equations Using Financial Sector; Figures; 1. Stock prices Indices; 2. U.S. Market Volatility; 3. Hot Money flows to China; 4. U.S. Resident's Net Foreign Transactions in Foreign Corporate Stocks; 5. Daily Equity Returns
6. Squared Returns7. Conditional Correlation Between the Composite Indices; 8. Conditional Correlation Between the Financial Indices; Appendixes; Lists of Subprime Events; Members of FXI US equity; Market Forecasts of Monthly Economic Indicators: China; Market Forecasts of Monthly Economic Indicators: HK; References
Record Nr. UNINA-9910788229803321
Zhang Xiaojing  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR : : Evidence from Stock Markets / / Xiaojing Zhang, Tao Sun
Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR : : Evidence from Stock Markets / / Xiaojing Zhang, Tao Sun
Autore Zhang Xiaojing
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (44 p.)
Disciplina 332.6730951
Altri autori (Persone) SunTao
Collana IMF Working Papers
Soggetto topico Stock exchanges - China
Global Financial Crisis, 2008-2009
Finance: General
Investments: Stocks
Macroeconomics
General Financial Markets: General (includes Measurement and Data)
Price Level
Inflation
Deflation
Externalities
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Finance
Investment & securities
Stock markets
Asset prices
Spillovers
Stocks
Financial integration
Stock exchanges
Prices
International finance
ISBN 1-4623-7493-X
1-4527-4199-9
9786612843792
1-4518-7313-1
1-282-84379-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Performance of China and HK's Stock Markets-Stylized Facts and Some Preliminary Observations; III. Related Literature; IV. Data and Methodology; V. Empirical results; A. UGARCH Models; B. MGARCH models; VI. Conclusions and Policy Implications; Tables; 1. Emerging Stock Market Peaks and Troughs: Current Episode; 2. Data Description and Transformation; 3. Daily Equity Price Returns: Summary Statistics; 4. Equity Prices and Volatility Indices: Augmented Dickey-Fuller Tests Statistics; 5. VAR Lag Oder Selection Criteria; 6. The Distribution of Squared Returns
7. Regression Results of the Event Models: China8. Regression Results of the Event Models: Hong Kong SAR; 9. Estimated Coefficients for Conditional Mean Return Equations; 10. Estimated Coefficients for Variance Covariance Equations; 11. Estimated Coefficients for Conditional Mean Return Equations Using Financial; 12. Estimated Coefficients for Variance Covariance Equations Using Financial Sector; Figures; 1. Stock prices Indices; 2. U.S. Market Volatility; 3. Hot Money flows to China; 4. U.S. Resident's Net Foreign Transactions in Foreign Corporate Stocks; 5. Daily Equity Returns
6. Squared Returns7. Conditional Correlation Between the Composite Indices; 8. Conditional Correlation Between the Financial Indices; Appendixes; Lists of Subprime Events; Members of FXI US equity; Market Forecasts of Monthly Economic Indicators: China; Market Forecasts of Monthly Economic Indicators: HK; References
Record Nr. UNINA-9910828555903321
Zhang Xiaojing  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Spillovers to Emerging Equity Markets : : An Econometric Assessment / / Tao Sun, L. Psalida
Spillovers to Emerging Equity Markets : : An Econometric Assessment / / Tao Sun, L. Psalida
Autore Sun Tao
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (34 p.)
Altri autori (Persone) PsalidaL
Collana IMF Working Papers
Soggetto topico Investments - Mathematical models
Econometrics
Banks and Banking
Finance: General
Investments: Stocks
General Financial Markets: General (includes Measurement and Data)
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Financial Markets and the Macroeconomy
Finance
Investment & securities
Financial services law & regulation
Stock markets
Stocks
Emerging and frontier financial markets
Market risk
Market capitalization
Financial markets
Financial institutions
Financial regulation and supervision
Stock exchanges
Financial services industry
Financial risk management
ISBN 1-4623-6283-4
1-4527-0769-3
1-282-84326-5
1-4518-7258-5
9786612843266
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Performance of Emerging Market Equity Markets; Figures; 1. Selected Equity Market Indices; 2. Emerging Market Economies: Composition of Capital Inflows; 3. Current Account Balances and Capital Flows from a Global Perspective; 4. Stock Market Capitalization; 5. Total Equity Market Returns; 6. Emerging Market Economies: Price/Earnings Ratios; 7. Total Foreign Holdings of Equity; 8. Emerging Markets Equity Indices and Foreign Investor Presence; Tables; 1. Emerging Equity Market Peaks and Troughs: Current and Previous Episodes; III. Methodology of Panel Estimation
2. Unit Root Tests 3. Pedroni Heterogeneous Panel Co-integration Tests; IV. Results of the Panel Estimation; 4. Fixed-Effects Panel Least-Squares Estimation, First Specification; 5. Fixed-Effects Panel Least-Squares Estimation, Second Specification; V. Scenarios of impact; 6. Effects of External Shocks on the Growth Rates of Emerging Market Equity Prices; VI. Contribution of domestic and external factors; VII. Vector Auto-regression Model and results; 7. Contribution of Global and Domestic Factors to Equity Price Changes; 9. Impulse Responses to the Global Shocks for the Seven Countries
VIII. Main Conclusions Annexes; I. Methodological Issues; II. Data and explanatory variables; References
Record Nr. UNINA-9910788335103321
Sun Tao  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Spillovers to Emerging Equity Markets : : An Econometric Assessment / / Tao Sun, L. Psalida
Spillovers to Emerging Equity Markets : : An Econometric Assessment / / Tao Sun, L. Psalida
Autore Sun Tao
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (34 p.)
Disciplina 332.152
Altri autori (Persone) PsalidaL
Collana IMF Working Papers
Soggetto topico Investments - Mathematical models
Econometrics
Banks and Banking
Finance: General
Investments: Stocks
General Financial Markets: General (includes Measurement and Data)
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Financial Markets and the Macroeconomy
Finance
Investment & securities
Financial services law & regulation
Stock markets
Stocks
Emerging and frontier financial markets
Market risk
Market capitalization
Financial markets
Financial institutions
Financial regulation and supervision
Stock exchanges
Financial services industry
Financial risk management
ISBN 1-4623-6283-4
1-4527-0769-3
1-282-84326-5
1-4518-7258-5
9786612843266
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Performance of Emerging Market Equity Markets; Figures; 1. Selected Equity Market Indices; 2. Emerging Market Economies: Composition of Capital Inflows; 3. Current Account Balances and Capital Flows from a Global Perspective; 4. Stock Market Capitalization; 5. Total Equity Market Returns; 6. Emerging Market Economies: Price/Earnings Ratios; 7. Total Foreign Holdings of Equity; 8. Emerging Markets Equity Indices and Foreign Investor Presence; Tables; 1. Emerging Equity Market Peaks and Troughs: Current and Previous Episodes; III. Methodology of Panel Estimation
2. Unit Root Tests 3. Pedroni Heterogeneous Panel Co-integration Tests; IV. Results of the Panel Estimation; 4. Fixed-Effects Panel Least-Squares Estimation, First Specification; 5. Fixed-Effects Panel Least-Squares Estimation, Second Specification; V. Scenarios of impact; 6. Effects of External Shocks on the Growth Rates of Emerging Market Equity Prices; VI. Contribution of domestic and external factors; VII. Vector Auto-regression Model and results; 7. Contribution of Global and Domestic Factors to Equity Price Changes; 9. Impulse Responses to the Global Shocks for the Seven Countries
VIII. Main Conclusions Annexes; I. Methodological Issues; II. Data and explanatory variables; References
Record Nr. UNINA-9910828974703321
Sun Tao  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Stock Market and the Financing of Corporate Growth in Africa : : The Case of Ghana / / Charles Amo Yartey
The Stock Market and the Financing of Corporate Growth in Africa : : The Case of Ghana / / Charles Amo Yartey
Autore Yartey Charles Amo
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (44 p.)
Collana IMF Working Papers
Soggetto topico Stock exchanges - Ghana
Corporations - Growth
Corporate Finance
Finance: General
Investments: Stocks
Corporate Finance and Governance: General
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
General Financial Markets: General (includes Measurement and Data)
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Financial Institutions and Services: General
Finance
Investment & securities
Ownership & organization of enterprises
Corporate finance
Stock markets
Stocks
Business enterprises
Corporate sector
Financial markets
Financial institutions
Economic sectors
Stock exchanges
Corporations--Finance
ISBN 1-4623-2861-X
1-4527-8545-7
1-283-51336-6
9786613825810
1-4519-9307-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THEORIES OF CORPORATE FINANCE""; ""III. CORPORATE FINANCING PATTERNS AROUND THE WORLD""; ""IV. THE STOCK MARKET IN GHANA""; ""V. METHODOLOGY""; ""VI. EMPIRICAL RESULTS""; ""VII. THE RESULTS IN COMPARATIVE PERSPECTIVE""; ""VIII. SUMMARY AND CONCLUSIONS""; ""APPENDIX I. DEFINITION OF VARIABLES USED IN THE ANALYSIS""; ""REFERENCES""
Record Nr. UNINA-9910788410203321
Yartey Charles Amo  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Stock Market and the Financing of Corporate Growth in Africa : : The Case of Ghana / / Charles Amo Yartey
The Stock Market and the Financing of Corporate Growth in Africa : : The Case of Ghana / / Charles Amo Yartey
Autore Yartey Charles Amo
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (44 p.)
Collana IMF Working Papers
Soggetto topico Stock exchanges - Ghana
Corporations - Growth
Corporate Finance
Finance: General
Investments: Stocks
Corporate Finance and Governance: General
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
General Financial Markets: General (includes Measurement and Data)
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Financial Institutions and Services: General
Finance
Investment & securities
Ownership & organization of enterprises
Corporate finance
Stock markets
Stocks
Business enterprises
Corporate sector
Financial markets
Financial institutions
Economic sectors
Stock exchanges
Corporations--Finance
ISBN 1-4623-2861-X
1-4527-8545-7
1-283-51336-6
9786613825810
1-4519-9307-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THEORIES OF CORPORATE FINANCE""; ""III. CORPORATE FINANCING PATTERNS AROUND THE WORLD""; ""IV. THE STOCK MARKET IN GHANA""; ""V. METHODOLOGY""; ""VI. EMPIRICAL RESULTS""; ""VII. THE RESULTS IN COMPARATIVE PERSPECTIVE""; ""VIII. SUMMARY AND CONCLUSIONS""; ""APPENDIX I. DEFINITION OF VARIABLES USED IN THE ANALYSIS""; ""REFERENCES""
Record Nr. UNINA-9910826087503321
Yartey Charles Amo  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stock Market Liquidity in Chile / / Luis Brandão-Marques
Stock Market Liquidity in Chile / / Luis Brandão-Marques
Autore Brandão-Marques Luis
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2016
Descrizione fisica 1 online resource (29 pages) : illustrations (some color), tables
Disciplina 332.642
Collana IMF Working Papers
Soggetto topico Stock exchanges - Chile
Finance: General
Investments: Stocks
Corporate Governance
International Financial Markets
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Portfolio Choice
Investment Decisions
General Financial Markets: General (includes Measurement and Data)
Corporate Finance and Governance: Government Policy and Regulation
Finance
Investment & securities
Corporate governance
role & responsibilities of boards & directors
Liquidity
Stock markets
Stocks
Liquidity indicators
Asset and liability management
Financial markets
Financial institutions
Economic sectors
Liquidity management
Economics
Stock exchanges
ISBN 1-4755-5477-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910155014103321
Brandão-Marques Luis  
Washington, D.C. : , : International Monetary Fund, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Strategic Corporate Layoffs / / Ruchir Agarwal, Julian Kolev
Strategic Corporate Layoffs / / Ruchir Agarwal, Julian Kolev
Autore Agarwal Ruchir
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2016
Descrizione fisica 1 online resource (78 pages) : illustrations (some color), graphs, tables
Disciplina 331.137
Altri autori (Persone) KolevJulian
Collana IMF Working Papers
Soggetto topico Layoff systems
Chief executive officers
Finance: General
Labor
Macroeconomics
Labor Turnover
Vacancies
Layoffs
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Information and Market Efficiency
Event Studies
Business Fluctuations
Cycles
Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data)
Labor Force and Employment, Size, and Structure
General Financial Markets: General (includes Measurement and Data)
Labor Economics: General
Wages, Compensation, and Labor Costs: General
Economic growth
Labour
income economics
Finance
Business cycles
Labor force
Stock markets
Wages
Financial markets
Labor market
Stock exchanges
Labor economics
ISBN 1-4755-6775-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910162944103321
Agarwal Ruchir  
Washington, D.C. : , : International Monetary Fund, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Sub-Saharan Africa : : Financial Sector Challenges / / Catherine Pattillo, Anne Gulde, Kevin Carey, Smita Wagh, Jakob Christensen
Sub-Saharan Africa : : Financial Sector Challenges / / Catherine Pattillo, Anne Gulde, Kevin Carey, Smita Wagh, Jakob Christensen
Autore Pattillo Catherine
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (57 p.)
Altri autori (Persone) GuldeAnne
CareyKevin
WaghSmita
ChristensenJakob
Collana Books
Soggetto topico Finance - Africa, Sub-Saharan
Financial institutions - Africa, Sub-Saharan
Financial services industry - Africa, Sub-Saharan
Monetary policy - Africa, Sub-Saharan
Banks and Banking
Finance: General
Money and Monetary Policy
Public Finance
Industries: Financial Services
Financial Risk Management
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financial Institutions and Services: General
Financial Institutions and Services: Government Policy and Regulation
General Financial Markets: General (includes Measurement and Data)
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Financial Crises
Banking
Finance
Monetary economics
Financial services law & regulation
Economic & financial crises & disasters
Commercial banks
Financial sector
Financial services
Stock markets
Financial institutions
Economic sectors
Credit
Money
Financial markets
Financial crises
Banks and banking
Financial services industry
Stock exchanges
Development banks
Loans
Microfinance
ISBN 1-4623-4714-2
1-4527-0794-4
1-283-53560-2
9786613848055
1-4519-5097-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910780747303321
Pattillo Catherine  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui