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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
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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Zhang Xiaojing
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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Sun Tao
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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Sun Tao
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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Yartey Charles Amo
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 |
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Yartey Charles Amo
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
1-4755-5469-9
1-4755-5477-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910155014103321 |
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Brandão-Marques Luis
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 |
1-4755-6772-3
1-4755-6775-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910162944103321 |
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Agarwal Ruchir
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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Pattillo Catherine
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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