Econometric modelling of e-commerce finance: issues, macroeconomic determinants and public policies Online publication date: Mon, 10-May-2004
by Sardar M.N. Islam, K.B. Oh
International Journal of Internet and Enterprise Management (IJIEM), Vol. 1, No. 3, 2003
Abstract: E-commerce is a new phenomenon in the financial markets, the growth of which is largely driven by the emergence of the knowledge economy. Due to the nascent development of e-commerce, we hypothesise that new economic issues regarding e-commerce that are emerging have wide macroeconomics, e-commerce stock market and public policy implications. This paper suggests a new approach for analysing the e-commerce stock market relations and issues in terms of macroeconomic factors. This approach uses econometric techniques with some other quantitative methods to address other financial issues in the e-commerce sector. Econometric analyses including stationarity tests, cointegration modelling, including volatility, predictability and efficient market hypothesis checks are performed. The empirical findings of this Australian study and their implications for public policies for other regions are stated.
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