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A practical approach to portfolio managementSo, Yuk-ming, Theresa., 蘇鈺明. January 1985 (has links)
published_or_final_version / Business Administration / Master / Master of Business Administration
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The determinants of beta: an empirical study with reference to the Hong Kong stock marketTsang, Hon-kwan., 曾漢君. January 1984 (has links)
published_or_final_version / Business Administration / Master / Master of Business Administration
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Modern portfolio analysis, capital asset pricing model and the Hong Kong stock marketWan, Wai-keung., 溫偉強. January 1981 (has links)
published_or_final_version / Business Administration / Master / Master of Business Administration
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Hongkong stock index future and portfolio managementChan, Kwei-sang., 陳貴生. January 1989 (has links)
published_or_final_version / Business Administration / Master / Master of Business Administration
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A study of sales premium using high-frequency trading data on Chinese stock exchanges.January 2011 (has links)
Wang, Yu. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 33-35). / Abstracts in English and Chinese. / Abstract --- p.ii / 摘要 --- p.iii / Chapter I. --- Introduction and Overview --- p.1 / Chapter II. --- Literature Review --- p.6 / Chapter 1. --- Price Impact Literatures --- p.6 / Chapter 2. --- Cost Measurement Literatures --- p.9 / Chapter 3. --- Trading Friction Literatures --- p.11 / Chapter III. --- Sample Description --- p.13 / Chapter 1. --- Data Source --- p.13 / Chapter 2. --- Selection Criteria for Sample Stocks --- p.14 / Chapter 3. --- Summary of Statistics --- p.15 / Chapter i. --- General Description --- p.15 / Chapter ii. --- Shanghai Stock Exchange versus Shenzhen Stock Exchange --- p.16 / Chapter iii. --- Normality Test --- p.17 / Chapter IV. --- Regression Analysis --- p.19 / Chapter 1. --- Sales Premium Estimation --- p.19 / Chapter 2. --- Statistics of the Estimated Sales Premium --- p.20 / Chapter 3. --- Factors that Impact the Sales Premium --- p.22 / Chapter i. --- Panel Data Regression --- p.22 / Chapter ii. --- Results and Interpretations --- p.23 / Chapter iii. --- Sales Premium versus Economic Events --- p.25 / Chapter IV. --- Robustness Tests. --- p.27 / Chapter 1. --- Common Robustness Tests --- p.27 / Chapter i. --- Validity of Fixed-Effect Model --- p.27 / Chapter ii. --- Autocorrelation Problem: Durbin-Watson tests --- p.27 / Chapter iii. --- Heteroskedasticity --- p.28 / Chapter iv. --- Consistency of Estimators --- p.28 / Chapter 2. --- Additional Variable for Sales Premium Estimation in Shenzhen Stock Exchange --- p.29 / Chapter V. --- Conclusion --- p.30 / Bibliography --- p.33 / Chapter Appendix A. --- Graphs --- p.36 / Chapter Appendix B. --- Tables --- p.41
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Value strategy and investor expectation errors: an empirical analysis of Hong Kong stocks.January 2002 (has links)
Wong Man Kit. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 118-121). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iv / Table of Contents --- p.v / List of Tables --- p.viii / List of Figures --- p.x / List of Appendices --- p.x / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Literature Review --- p.6 / Chapter 2.1 --- Performance of Value Strategy in Stock Markets over The World --- p.7 / Chapter 2.2 --- Possible Explanations for Superior Return of Value Stocks --- p.11 / Chapter 2.2.1 --- Sampling Biases --- p.11 / Chapter 2.2.2 --- Risk Factors --- p.13 / Chapter 2.2.3 --- Expectation Error Hypothesis --- p.15 / Chapter 2.3 --- Studies for Value Strategy in Hong Kong --- p.20 / Chapter Chapter 3 --- Data and Methodology --- p.23 / Chapter 3.1 --- Methodology of Expectation Error Hypothesis --- p.23 / Chapter 3.1.1 --- Earnings Announcement Returns --- p.23 / Chapter 3.1.2 --- Past and Future Earnings Growth Rates of Stocks --- p.26 / Chapter 3.2 --- Data Source --- p.29 / Chapter 3.3 --- Portfolio Formation --- p.30 / Chapter 3.4 --- Variable Calculation Method --- p.31 / Chapter 3.4.1 --- Annual Buy and Hold Returns --- p.31 / Chapter 3.4.2 --- Earnings Announcement Returns --- p.32 / Chapter 3.4.3 --- Earnings Growth Rate of Portfolios --- p.33 / Chapter Chapter 4 --- Interpretation of Results --- p.34 / Chapter 4.1 --- Annual Buy and Hold Returns of Portfolios --- p.36 / Chapter 4.1.1 --- Annual Returns of Portfolios Sorted by B/M Ratio --- p.36 / Chapter 4.1.2 --- Annual Returns of Portfolios Sorted by E/P Ratio --- p.37 / Chapter 4.1.3 --- Analysis of Performance on Return Differences between Two Ratios --- p.38 / Chapter 4.2 --- Earnings Announcement Returns for Value and Glamour Portfolios --- p.41 / Chapter 4.2.1 --- 3-day Event Returns --- p.41 / Chapter 4.2.2 --- "B/M Ratio: 5,7,9 & 11 Days Event Returns" --- p.43 / Chapter 4.2.3 --- "E/P Ratio: 5,7,9 & 11 Days Event Returns" --- p.46 / Chapter 4.3 --- Past and Future Earnings Growths of Portfolios --- p.49 / Chapter 4.3.1 --- "Fundamental Variables, Prior and Post Returns of Portfolios" --- p.50 / Chapter 4.3.2 --- Earnings Performance of Portfolios --- p.51 / Chapter 4.3.3 --- Factors Affect Investor Expectation --- p.56 / Chapter Chapter 5 --- Conclusion --- p.59 / Tables --- p.64 / Figures --- p.76 / Appendices --- p.82 / References --- p.118
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