A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam

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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Bibliographic Details
Main Authors: Kok-Boon, Oh, M N Islam, Sardar
Format: Article
Language:English
Published: Research Management Institute (RMI) 2012
Subjects:
Periodicals. Societies. Serials
Financial management. Business finance. Corporation finance
Investment, capital formation, speculation
Online Access:http://ir.uitm.edu.my/id/eprint/10345/
http://ir.uitm.edu.my/id/eprint/10345/1/AJ_KOK-BOON%20OH%20SMRJ%20%2012%201.pdf
id uitm-10345
recordtype eprints
spelling uitm-103452016-06-03T08:55:53Z http://ir.uitm.edu.my/id/eprint/10345/ A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam Kok-Boon, Oh M N Islam, Sardar Periodicals. Societies. Serials Financial management. Business finance. Corporation finance Investment, capital formation, speculation 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. Research Management Institute (RMI) 2012 Article PeerReviewed text en http://ir.uitm.edu.my/id/eprint/10345/1/AJ_KOK-BOON%20OH%20SMRJ%20%2012%201.pdf Kok-Boon, Oh and M N Islam, Sardar (2012) A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam. Social and Management Research Journal, 9 (2). pp. 59-85. ISSN 1675-7017
repository_type Digital Repository
institution_category Local University
institution Universiti Teknologi MARA
building UiTM Institutional Repository
collection Online Access
language English
topic Periodicals. Societies. Serials
Financial management. Business finance. Corporation finance
Investment, capital formation, speculation
spellingShingle Periodicals. Societies. Serials
Financial management. Business finance. Corporation finance
Investment, capital formation, speculation
Kok-Boon, Oh
M N Islam, Sardar
A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam
description 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.
format Article
author Kok-Boon, Oh
M N Islam, Sardar
author_facet Kok-Boon, Oh
M N Islam, Sardar
author_sort Kok-Boon, Oh
title A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam
title_short A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam
title_full A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam
title_fullStr A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam
title_full_unstemmed A financial econometric analysis of E-Commerce stock price predictability / Kok-Boon Oh and Sardar M. N. Islam
title_sort financial econometric analysis of e-commerce stock price predictability / kok-boon oh and sardar m. n. islam
publisher Research Management Institute (RMI)
publishDate 2012
url http://ir.uitm.edu.my/id/eprint/10345/
http://ir.uitm.edu.my/id/eprint/10345/1/AJ_KOK-BOON%20OH%20SMRJ%20%2012%201.pdf
first_indexed 2023-09-18T22:47:47Z
last_indexed 2023-09-18T22:47:47Z
_version_ 1777417341267607552

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