Thesiss

This thesis examines the efficacy of markets, using both quantitative and qualitative methods in a complementary way. Specifically, it starts (in Part II) by using the results from a quantitative analysis of initial public offering (IPO) underpricing as a barometer for corporate…

The dissertation comprises three essays on the East Asian market integration. Chapter 1 examines the differences in the degree of market integration for Indonesia, Korea, Malaysia, the Philippines, and Thailand for the pre-1997-crisis and the post-1997-crisis periods using a reg…

The purpose of this thesis is to evaluate the profitability of technical trading rules in Pacific-basin equity markets in the context of asset pricing models. Specifically, this thesis examines whether technical rule profits are consistent with time-varying expected returns impl…

The purpose of Chapter 1 is to survey the existing literature on the equity markets and disscuss the various issues regarding the efficiency, volatility and integration of the stock markets. Chapter 2 studies the predictability of stock returns using aggregate output. Industrial…

This research examines the economic forces influencing emerging equity markets in Latin America and Asia. This is done by studying the sensitivity of equity index returns in six Latin American and eight Asian emerging markets with respect to each country's economic variable set.…

This dissertation contributes to the available literature on Saudi Arabia by gathering scattered data from primary and secondary sources into a single database. Additionally, it expands on the economic analysis by adding a historical narrative dimension as it evaluates governmen…