published_or_final_version / abstract / Environmental Management / Master / Master of Science in Environmental Management

published_or_final_version / Applied Geosciences / Master / Master of Science

published_or_final_version / Applied Geosciences / Master / Master of Science

published_or_final_version / Environmental Management / Master / Master of Science in Environmental Management

published_or_final_version / Applied Geosciences / Master / Master of Science

published_or_final_version / Applied Geosciences / Master / Master of Science

by Wong Yuet Fung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1990. / Bibliography: leaves 280-283. / ACKNOWLEDGMENTS --- p.1 / ABSTRACT --- p.2 / Chapter I. --- INTRODUCTION --- p.9 / Chapter A. --- Objective of the Study / Chapter II. --- RISK OF STOCK --- p.13 / Chapter A. --- Role of Risk in Finance / Chapter B. --- Assumption on the Risk Structure / Chapter C. --- Preliminary Description of the Data / Chapter D. --- Classical Risk Estimator / Chapter 1. --- Theoretical Background / Chapter 2. --- Empirical Results in U.S.A / Chapter 3. --- Empirical Studies in Hong Kong / Chapter E. --- Implicit Volatility from the Black & Scholes Model / Chapter 1. --- Theoretical Background / Chapter a. --- Algorithm for the Searching of the ISD / Chapter b. --- Concurrent ISDs of a Stock / Chapter c. --- Weighting Scheme and Selection Procedure / Chapter d. --- Comparison of AISD an LISD / Chapter 2. --- Empirical Results in U.S.A / Chapter a. --- Computation for the ISD / Chapter b. --- Patterns Display by the Concurrent ISDs / Chapter c. --- Choice of the Weighting Scheme / Chapter d. --- Significant Test on the Different between AISD an LISD / Chapter 3. --- Empirical Studies in Hong Kong / Chapter a. --- Computation of the ISD / Chapter b. --- Patterns Display by the Concurrent ISDs / Chapter c. --- Choice of the Weighting Scheme / Chapter d. --- Significant Test on the Different between AISD an LISD / Chapter III. --- COMPARISON ON THE TWO PREDICTORS --- p.59 / Chapter A. --- Preliminary Comparison of the Risk Estimators under Different Categorization / Chapter B. --- Structural Change on Risk after the June Fourth Event / Chapter C. --- Stability of the Implied Standard Deviation / Chapter 1. --- Empirical Results in U.S.A / Chapter 2. --- Empirical Studies in Hong Kong / Chapter D. --- Predictability on Future Risk / Chapter 1. --- Empirical Results in U.S.A / Chapter 2. --- Empirical Results in Hong Kong / Chapter IV. --- CONCLUSION --- p.78 / Chapter A. --- Comments and Compare the Empirical Results / Chapter 1. --- Degree of Market Efficient / Chapter a. --- U.S.A / Chapter b. --- Hong Kong / Chapter 2. --- Applicability of Option Pricing Model / Chapter a. --- U.S.A / Chapter b. --- Hong Kong / Chapter B. --- Suggested Modifications / Chapter 1. --- Data Selection / Chapter a. --- Period of Study / Chapter b. --- Selection of Warrants / Chapter 2. --- Modifications of the Option Pricing Model / Chapter a. --- Adjustment for Dividend / Chapter b. --- Correction for Dilution Effect / LIST OF TABLES --- p.103 / Chapter A. --- Preliminary Description of Data / Chapter 1 / Chapter a. --- Names of Warrant-issuing Stocks and the Expiry Year of the Warrants / Chapter b. --- Summary of the Number of Warrants Issued / Chapter 2. --- Categorization of Warrant-issuing Companies by: / Chapter a. --- Sector / Chapter i. --- Name of the Company in Different Sector / Chapter ii. --- Summary of the Number of Company Classified by Sector / Chapter b. --- Constituent Stocks of the Hang Seng Index / Chapter c. --- 20 Leading Companies in Market Capitalization / Chapter d. --- 20 Most Actively Traded Stocks in Shares / Chapter e. --- 20 Most Actively Traded Stocks in Dollars / Chapter B. --- Classical Risk Estimator / Chapter 1. --- Amount and Term of Dividend and the Exdividend Date / Chapter C. --- Implicit Volatility / Chapter 1. --- Terms of Warrant Contract / Chapter 2. --- Prime Rate and its Period of Effectiveness / Chapter 3. --- Newton-Raphson Iteration Process / Chapter a. --- Computation of the Positive ISDs / Chapter b. --- Computation of the zero ISDs / Chapter 4. --- Time Series on the Concurrent ISDs of a Stock / Chapter 5. --- Selection of the Weighting Scheme: Correlation Matrix of the Performance Test / Chapter a. --- WISD / Chapter b. --- UWISD / Chapter c. --- EISD / Chapter d. --- UEISD / Chapter e. --- WMISD / Chapter f. --- EMISD / Chapter 6. --- Selection Criteria / Chapter a. --- Position of the Correlation Coefficient in the Matrix of Different Weighting Scheme / Chapter b. --- Relationships Revealed by the Correlation Coefficients / Chapter c. --- Matrix of the Correlation Coefficients from Various Weighting Scheme / Chapter d. --- Ranking in the Correlation Coefficients for Various Weighting Scheme / Chapter e. --- Type of Relations Displayed in the Boxes of the Correlation Coefficient Matrix / Chapter 7. --- Comparison of AISD and LISD / Chapter D. --- Preliminary Comparison of the Two Risk Estimators under Different Categorization of the Warrant-issued Stocks / Chapter 1. --- Cross-Sectional Series / Chapter a. --- Sector / Chapter b. --- Constituent Stock of Hang Seng Index / Chapter c. --- 20 Leading Companies in Market Capitalization / Chapter d. --- 20 Most Actively Traded Stock in Shares / Chapter e. --- 20 Most Actively Traded Stock in Dollars / Chapter 2. --- Summary Statistics / Chapter a. --- Sector / Chapter b. --- Constituent Stock of Hang Seng Index / Chapter c. --- 20 Leading Companies in Market Capitalization / Chapter d. --- 20 Most Actively Traded Stock in Shares / Chapter e. --- 20 Most Actively Traded Stock in Dollars / Chapter E. --- Structural Change in Risk / Chapter 1 --- Test of Structural Change in HISTSD / Chapter 2 --- Test of Structural Change in ISD / Chapter a. --- CISD / Chapter b. --- CAISD / Chapter c. --- AVGCISD / Chapter F. --- Stability of ISD / Chapter 1 --- Time Series of the CISD / Chapter 2 --- Mean and Standard Deviation of CISD of: / Chapter a. --- Whole Year / Chapter b. --- Before June 6 / Chapter c. --- After June 6 / Chapter 3 --- Test of Stability of ISD as against CISD: / Chapter a. --- Whole Year / Chapter b. --- Before June 6 / Chapter c. --- After June 6 / Chapter G. --- Predictability on Future Risk / Chapter 1 --- Performance Test: Correlation Matrix and Cross Sectional Series Average Risk Level: / Chapter a. --- Whole Year / Chapter b. --- Before May 22 / Chapter c. --- After May 23 / Chapter d. --- Before June 5 / Chapter e. --- After June 6 / Chapter 2 --- Half Year Performance Test: Correlation Matrix and Cross Sectional Series Average Risk Level with Division Dates at: / Chapter a. --- April 4 and 6 / Chapter b. --- May 22 and 23 / Chapter c. --- June 5 and 6 / Chapter 3 --- Cross-sectional Average of HISTSD and ISD from: / Chapter a. --- Performance Test / Chapter b. --- Half Year Performance Test / Chapter 4 --- Predictability and Contemporary Relationship of Cross-sectional HISTSD and ISD from: / Chapter a. --- Performance Test / Chapter b. --- Half Year Performance Test / Chapter H. --- Validity of the Black and Scholes Model in the Pricing of Warrant in Hong Kong / Chapter 1. --- Test of the Validity of the Black and Scholes Model in the Pricing of Warrant in Hong Kong / Chapter 2. --- Summary of the Validity of the Black and Scholes Model in the Pricing of the Warrant for the Company that issued 2/3 Warrants / Chapter 3. --- Comparison on the Validity Test of the Constituent Stocks of the Hang Seng Index and all Other Stocks / LISTS OP COMPUTER PROGRAMS --- p.200 / Chapter A. --- Classical Risk Estimator: / Chapter 1 --- HISTSD1 and HISTSD2 / Chapter 2 --- HISTSD(90) / Chapter B. --- Implicit Volatility / Chapter 1 --- Algorithm for the Newton-Raphson Iteration Process / Chapter 2 --- Different Weighting Schemes / Chapter 3 --- Comparison of AISD and LISD / Chapter C. --- Significant Tests for Structural Change in Risk / Chapter 1 --- HISTSD / Chapter 2 --- CISD and CAISD / Chapter 3 --- AVGCISD / Chapter D. --- Stability Test / Chapter E. --- Predictability Tests / Chapter 1 --- Performance Test / Chapter 2 --- Half Year Performance Test / Chapter F. --- Validity of the Black & Scholes Model / APPENDIX --- p.223 / Chapter A. --- Glossary of Notations / Chapter B. --- Other Risk Estimator / Chapter C. --- Option / Chapter 1. --- Concept of Option / Chapter 2. --- Terminology of Option / Chapter 3. --- Determination of Option Value / Chapter 4. --- Trading Strategy of Option / Chapter 5. --- Features of Option as a Financial Instrument / Chapter 6. --- Special Attributes of Warrant / Chapter D. --- Historical Evaluation Methods / Chapter 1. --- Non-evaluation Approach / Chapter a. --- Rules and Formulas / Chapter b. --- Graphic Appraisal / Chapter 2. --- Fair Value Approach / Chapter a. --- Econometric Models / Chapter b. --- Probability Models / Chapter E. --- Black & Scholes Option Pricing Model / Chapter 1. --- Arbitrage Relations of Option Pricing / Chapter 2. --- Black and Scholes Model / Chapter a. --- Assumptions / Chapter b. --- Model Framework / Chapter F. --- Option Market / Chapter 1. --- Option Market in U.S.A / Chapter a. --- Historical Development / Chapter b. --- Present Trading Mechanic / Chapter 2. --- Option Market in Hong Kong / Chapter a. --- Present Trading Mechanic / Chapter b. --- Feasibility of an Option Market in Hong Kong / BIBLIOGRAPHY --- p.280

by Yeung See Ming Kevin. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1991. / Bibliography: leaves 96-99. / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iv / LIST OF TABLES --- p.vi / Chapter / Chapter I. --- THE PROBLEM SETTING --- p.1 / Introduction --- p.1 / Research Objectives --- p.3 / Research Objective I --- p.4 / Research Objective II --- p.4 / Research Objective III --- p.5 / Organization of the Report --- p.5 / Chapter II. --- LITERATURE REVIEW --- p.7 / Perceived Risk in Consumer Behavior --- p.7 / Types of Risk --- p.14 / Risk Relievers --- p.18 / Chapter III. --- SCOPE OF STUDY --- p.22 / Risk Concept --- p.22 / Types of Risk --- p.23 / Risk Relievers --- p.24 / Personal Characteristics --- p.25 / Chapter IV. --- METHODOLOGY - PHASE I QUALITATIVE RESEARCH --- p.26 / Literature Review --- p.26 / Focus Group Interviews --- p.27 / Purpose --- p.27 / Method of Execution --- p.27 / Chapter V. --- FINDINGS AND IMPLICATIONS OF QUALITATIVE RESEARCH --- p.29 / Products Mentioned --- p.29 / Reasons Provided --- p.31 / Consequences of Wrong Decision --- p.32 / Ranking of Risks --- p.32 / Risk Relievers --- p.33 / Implications --- p.34 / Risk Types to be Studied --- p.35 / Risk Relievers --- p.35 / Product Selection --- p.36 / Chapter V. --- SUMMARY OF HYPOTHESES --- p.37 / Chapter VI. --- METHODOLOGY - PHASE II QUANTITATIVE RESEARCH --- p.41 / Purpose --- p.41 / Questionnaire Design --- p.41 / Definition of Terms --- p.42 / Measurement --- p.45 / Mode of Execution --- p.46 / Validity Concern --- p.47 / Data Analysis --- p.48 / Chapter VII. --- FINDINGS AND IMPLICATIONS OF QUANTITATIVE RESEARCH --- p.50 / Hypothesis One --- p.51 / Hypothesis Two --- p.54 / Hypothesis Three --- p.57 / Hypothesis Four --- p.58 / Hypothesis Five --- p.59 / Hypothesis Six --- p.65 / Hypothesis Seven --- p.71 / Summary --- p.73 / Chapter VIII --- .RECOMMENDATIONS --- p.75 / For All Manufacturers --- p.75 / For Computer Manufacturers --- p.77 / Chapter IX. --- LIMITATIONS AND FURTHER RESEARCH --- p.80 / Limitations --- p.80 / Further Research --- p.82 / BIBLIOGRAPHY --- p.96

by Cheng Tsz-yam, Frederick, Tam Wai Yun, Christina. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. / Bibliography: leaves 48-49. / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF FIGURES --- p.v / ACKNOWLEDGEMENTS --- p.vi / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- LITERATURE REVIEW --- p.2 / Definition of Political Risk --- p.2 / Political Risk Assessment Methods --- p.3 / Political Risk Framework --- p.9 / Political Risk Avoidance Policies --- p.11 / Chapter III. --- CURRENT ISSUES --- p.14 / Economic Stability --- p.14 / Exchange Rate Stability --- p.15 / Currency Convertibility --- p.16 / Price Stability --- p.16 / Restriction on Capital/Profit Repatriation --- p.18 / Economic Recession --- p.18 / Labour Productivity --- p.18 / Change of Political Leaders --- p.19 / Policy Stability --- p.20 / Brain Drain --- p.20 / Labour Shortage --- p.22 / Industrial Relations --- p.23 / Social Demonstrations --- p.23 / Riots --- p.24 / Government Structure --- p.25 / Relations with China --- p.26 / Relations with Foreign Countries --- p.26 / Chapter IV. --- METHODOLOGY --- p.28 / Research Design --- p.28 / Data Collection Methods --- p.28 / Sampling Design --- p.30 / Data Analysis --- p.31 / Questionnaire Design --- p.31 / Chapter V. --- RESULTS AND ANALYSIS --- p.33 / Economic Stability --- p.33 / Exchange Rate Stability --- p.33 / Currency Convertibility --- p.34 / Price Stability --- p.34 / Restriction on Capital/Profit Repatriation --- p.35 / Economic Recession --- p.36 / Labour Productivity --- p.36 / Change of Political Leaders --- p.36 / Policy Stability --- p.37 / Brain Drain --- p.37 / Labour Shortage --- p.38 / Industrial Relations --- p.38 / Social Demonstrations --- p.40 / Riots --- p.40 / Government Structure --- p.41 / Relations with China --- p.41 / Relations with Foreign Countries --- p.42 / Risk Avoidance Strategies --- p.43 / Chapter VI. --- DISCUSSION --- p.46 / Chapter VII. --- REFERENCES --- p.48 / Chapter APPENDIX 1. --- Questionnaire --- p.50 / Chapter APPENDIX 2. --- Political Risk Factors from Expert Opinion --- p.53 / Chapter APPENDIX 3. --- Risk Avoidance Policies from Expert Opinion --- p.54 / Chapter APPENDIX 4. --- Households having residency right of a foreign country or intend to migrate --- p.55 / Chapter APPENDIX 5. --- Economic growth for Asian countries in 1988 and 1989 --- p.56 / Chapter APPENDIX 6. --- Political Risk Framework by Simon --- p.57

published_or_final_version / Environmental Management / Master / Master of Science in Environmental Management