Empirical Fincance: Modelling and Analysis of Emerging Financial and Stock Markets Book

1	Introduction	1
2	The Thai financial system : characteristics of the emerging Thai stock market	13
3	Descriptive statistics and general characteristics of the stock market	25
4	Market efficiency models and tests	53
5	Stock valuation models	65
6	Models for rational speculative bubbles	91
7	Models for anomalies studies	107
8	Volatility models	123
9	Summary and conclusions	147
App. 1	Structure of financial institutions in Thailand	155
App. 2	Market efficiency and ARIMA test results	156
App. 3	Regression test results	161
App. 4	Day of the week and January effect test results	167