scholarly journals Empirical Support for Fundamental, Factor Models Explaining Major Capital Markets Using Wavelets

2018 ◽  
Author(s):  
Michaela M. Kiermeier
Keyword(s):  
Capital Markets ◽  
Empirical Support ◽  
Factor Models ◽  
Fundamental Factor

scholarly journals Fundamental Factor Models Using Machine Learning

2018 ◽  
Vol 08 (01) ◽  
pp. 111-118 ◽  
Author(s):  
Seisuke Sugitomo ◽  
Shotaro Minami
Keyword(s):  
Machine Learning ◽  
Factor Models ◽  
Fundamental Factor

TESTING COMPETING FACTOR MODELS UNDERLYING THE PRIVATE SELF-CONSCIOUSNESS SCALE WITH HONG KONG CHINESE ADOLESCENTS

2006 ◽  
Vol 34 (10) ◽  
pp. 1245-1258 ◽  
Author(s):  
Joseph Keung Fai Wu ◽  
David Watkins
Keyword(s):  
Factor Analysis ◽  
Hong Kong ◽  
Confirmatory Factor Analysis ◽  
Factor Structure ◽  
Empirical Support ◽  
Factor Models ◽  
Chinese Adolescents ◽  
Hong Kong Chinese ◽  
Confirmatory Factor ◽  
Unitary Model

This study evaluated competing factor models underlying the Private Self-Consciousness scale (Fenigstein, Scheier, & Buss, 1975) with a large sample of Hong Kong Chinese adolescents. Reliability analysis and exploratory and confirmatory factor analysis did not lend empirical support to the three split-factor models proposed in previous research (Anderson, Bohon, & Berrigan, 1996; Burnkrant & Page, 1984; Martin & Debus, 1999). It was recommended that the original unitary model proposed by Fenigstein et al. should be retained in interpreting scores made on this scale, at least for Hong Kong Chinese adolescents. Possible influences of age and culture on the factor structure of the scale were also discussed.

scholarly journals On ASEAN capital market and industry integration: A review.

2016 ◽  
Vol 13 (2) ◽  
pp. 8-22 ◽  
Author(s):  
Hung Quang Do ◽  
M. Ishaq Bhatti ◽  
László Kónya
Keyword(s):  
Bayesian Approach ◽  
Capital Markets ◽  
Capital Market ◽  
Market Integration ◽  
Factor Models ◽  
Policy Makers ◽  
Capital Market Integration ◽  
Country Level ◽  
Asean Countries ◽  
Industry Integration

Due to the benefits of investment diversification across markets and industries, and the increasing importance of ASEAN capital markets, this paper attempts to review recent studies on capital market integration and investment implications in six selected ASEAN countries. Several methodologies including VAR, GARCH, Copula and DCC, Bayesian approach, CAPM and factor models have been examined in this research. Most of the existing studies consider the capital market integration and its investment implications at a country level, whereas this paper attempts to extend the analysis to the industry level of integration. It also reviews the uses of a VARMA-MGARCH-asymmetric BEKK models to investigate the integration at industry levels in recommending investment diversification. The findings of this paper may provide guidance to academia, investors and policy makers on asset diversification.

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