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The reaction of Hong Kong stock prices to major events in the Chinese mainland.January 2006 (has links)
Yuen Wai Sze. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 119-124). / Abstracts in English and Chinese. / ABSTRACT --- p.i / 摘要 --- p.iii / ACKNOWLEDGEMENTS --- p.iv / TABLE OF CONTENTS --- p.v / TABLES --- p.vi / FIGURES --- p.vii / APPENDICES --- p.vii / Chapter CHAPTER 1 --- INTRODUCTION --- p.1 / Chapter CHAPTER 2 --- LITERATURE REVIEW --- p.6 / Chapter CHAPTER 3 --- RESEARCH METHODOLOGY --- p.13 / Chapter 3.1 --- Event Study Methodology --- p.13 / Chapter 3.2 --- Cross-Sectional Regression Models --- p.20 / Chapter CHAPTER 4 --- DATA DESCRIPTION OF THE JUNE 4th INCIDENT --- p.26 / Chapter CHAPTER 5 --- DATA DESCRIPTION OF THE SIGNING OF CEPA --- p.31 / Chapter CHAPTER 6 --- EMPIRICAL ANALYSIS OF THE JUNE 4th INCIDENT --- p.35 / Chapter 6.1 --- Background --- p.35 / Chapter 6.2 --- Event Study Results --- p.36 / Chapter 6.3 --- Regression Results --- p.38 / Chapter CHAPTER 7 --- EMPIRICAL ANALYSIS OF THE SIGNING OF CEPA --- p.45 / Chapter 7.1 --- Background --- p.45 / Chapter 7.2 --- Event Study Results --- p.46 / Chapter 7.3 --- Regression Results --- p.49 / Chapter 7.4 --- Robustness Test --- p.57 / Chapter CHAPTER 8 --- CONCLUSION --- p.59 / BIBLIOGRAPHY --- p.119
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