A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam
The predictability of stock price changes has been a contentious issue in finance for a long period of time. Using the Australian e-commerce financial data for determining the equity value of e-commerce firms, this paper provides an empirical analysis of the issue of predictability of stock prices....
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Research Management Institute (RMI),
2012.
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| 001 | repouitm_10345 | ||
| 042 | |a dc | ||
| 100 | 1 | 0 | |a Kok-Boon, Oh |e author |
| 700 | 1 | 0 | |a M N Islam, Sardar |e author |
| 245 | 0 | 0 | |a A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam |
| 260 | |b Research Management Institute (RMI), |c 2012. | ||
| 500 | |a https://ir.uitm.edu.my/id/eprint/10345/2/10345.pdf | ||
| 520 | |a The predictability of stock price changes has been a contentious issue in finance for a long period of time. Using the Australian e-commerce financial data for determining the equity value of e-commerce firms, this paper provides an empirical analysis of the issue of predictability of stock prices. The factors contributing to the predictability of equity prices in the e-commerce markets are identified, analyzed and the issues and implications are discussed and explained. This paper presents new approaches to econometric specification, estimation and testing in relation to e-commerce stock predictability including stationarity tests, co-integration modeling and analyses. The policy implications of the empirical findings are stated. The empirical findings of the Australian study are extrapolated and inferences are made for other countries. | ||
| 546 | |a en | ||
| 690 | |a Periodicals. Societies. Serials | ||
| 690 | |a Financial management. Business finance. Corporation finance | ||
| 690 | |a Investment, capital formation, speculation | ||
| 655 | 7 | |a Article |2 local | |
| 655 | 7 | |a PeerReviewed |2 local | |
| 787 | 0 | |n https://ir.uitm.edu.my/id/eprint/10345/ | |
| 787 | 0 | |n https://smrj.uitm.edu.my/ | |
| 856 | 4 | 1 | |u https://ir.uitm.edu.my/id/eprint/10345/ |z Link Metadata |