Now showing items 1-3 of 3
Duration dependence test of rational speculative bubbles: a case study of the Hong Kong stock market
(Business Perspectives, 2012)
This study tests the presence of rational speculative bubbles in the Hong Kong stock market over a sample period from 1993-2008 using the duration dependence test. The duration dependence test shows no evidence of duration ...
Good coups, bad coups: Evidence from Thailand's financial markets
(LLC "CPC "Business Perspectives", 2018-05-04)
This study investigates the short-run and long-run impact on Thailand's financial markets. Using daily data from the stock and foreign exchange markets during the period 2005 - 2017, the study shows (1) both coups in 2006 ...
An empirical analysis of the Chinese Stock Market: overvalued/undervalued
This study examines whether the Chinese stock markets been overvalued using the dividend discount model. We investigate how much have the economic and price-based factors, such as term structure, inflation and price momentum ...