Economic developments in Asia have been positive so far in 2007. Growth has been stronger (and in many cases more balanced) than expected across much of the region, again led by China and India, and inflation pressures remain largely contained. Moreover, Asia weathered the recen…
This comprehensive edited 2-volume handbook provides a unique platform for researchers, engineers, developers, educators and advanced students in the field of Big Data analytics. The first volume presents methodologies that support Big Data analytics, while the second volume off…
Financial asset prices reflect investor's perspectives over the current and future situation of a firm, an industry, a country and ultimately, the entire economy. For this reason, how financial asset prices are driven has been a fundamental economic question. Specific market cha…
This thesis began with an introduction and literature review in Chapter 1. In Chapter 2, I propose a new intertemporal asset-pricing model based on heterogeneous beliefs to bring together the concurrent theories that could generate value and momentum effects. In this model, I as…
The concept of cointegration has become a cornerstone in applied time series analysis to study the long-run equilibrium relationship among the series. The idea was originally put forth by Engle and Granger (1987). According to the Granger Representation Theorem cointegrated seri…
This study examines the potential integration between Middle Eastern stock markets, especially Arab countries. I investigate the efficiency, diversification, correlation, and potential integration in Middle Eastern countries stock markets, in particular Egypt, Israel, Jordan, Mo…
The financial crisis of 2007-2009 had divesting effects around the globe. Many financial institutions and government officials failed to see the build up of problems predicting the crisis and hence failed to take actions to keep the crisis from breaking out. Thus, it is importan…
This dissertation systematically investigate the lead-lag relations between the trading volume and stock return patterns in China A share and B share markets through two streams of behavioral postulations. In the first part, we summarize all the potential lead-lag patterns betwe…
