Thesis (Ph. D.)--University of California, Irvine, 1996. / Includes bibliographical references (leaves 96-97).

published_or_final_version / Business Administration / Master / Master of Business Administration

by Tam Tak-wai. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1994. / Includes bibliographical references (leaves 35-37). / APPROVAL --- p.ii / ABSTRACT --- p.iii / ACKNOWLEDGEMENTS --- p.iv / TABLE OF CONTENTS --- p.v / Chapter CHAPTER 1 --- INTRODUCTION --- p.1 / Chapter CHAPTER 2 --- CHAOS THEORY - AN OVERVIEW --- p.6 / Chapter CHAPTER 3 --- THEORETICAL IMPLICATIONS OF CHAOS THEORY --- p.14 / Chapter CHAPTER 4 --- EMPIRICAL RESULTS --- p.21 / Chapter CHAPTER 5 --- CONCLUSION --- p.33 / BIBLIOGRAPHY --- p.35 / APPENDIX A - GRAPHICAL RESULTS --- p.38 / APPENDIX B - ESTIMATED LYAPUNOV EXPONENTS --- p.45 / APPENDIX C - SHUFFLED TESTS RESULTS --- p.47 / APPENDIX D - DAILY HANG SENG INDEX --- p.50

by Ng Tak-ming. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1993. / Includes bibliographical references (leaves 28-29). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF TABLES --- p.iv / LIST OF FIGURES --- p.v / Chapter / Chapter I. --- INTRODUCTION AND LITERATURE REVIEW --- p.1 / Chapter II. --- SAMPLE DESCRIPTION --- p.8 / Chapter III. --- METHODOLOGY --- p.10 / Chapter IV. --- RESULTS --- p.12 / Chapter V. --- IMPLICATIONS --- p.19 / Chapter VI. --- CONCLUSIONS --- p.21 / REFERENCES --- p.28

Summary in Chinese. / Thesis (M.B.A.)--Chinese University of Hong Kong. / Bibliography: leaves 246-249.

Estágio realizado na Medlog e orientado pela Eng. Raquel Miranda / Tese de mestrado integrado. Engenharia Industrial e Gestão. Faculdade de Engenharia. Universidade do Porto. 2012

Tese de mestrado integrado. Engenharia Industrial e Gestão. Faculdade de Engenharia. Universidade do Porto. 2012

It is a well-known fact that stocks in many countries exhibit abnormal large returns in January. This so-called ¡¦January effect¡¦ has been documented in a considerable number of papers for different stock markets. A lot of researchers have showed great interests in investigating monthly patterns in stock returns, and the underlying force for generating such phenomenon. Generally, there are two benchmarks to judge whether January effect exist or not. The first distinct feature of the January effect from the financial perspective is its occurrence of time ¡V in January ¡V a time which symbolizes the ending of the previous year and the beginning of a new year. This month also symbolizes the completion of the previous year¡¦s business goals for all the enterprises, including those listed companies. The second is the negative relationship between firm size and stock price returns, i.e., the larger stock price returns are most frequently pronounced in small size firms in January. The purpose of this paper is to use these two benchmarks as the standards to analyze whether the January Effect phenomenon is reflected in the form of traditional Chinese Lunar New Year Effect in Taiwan Stock market, and what are the reasons behind these phenomenon, and what shall the investors respond to such phenomenon.

Thesis (M.B.A.)--University of Hong Kong, 1986.

Thesis (M.B.A.)--University of Hong Kong, 1985.