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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
81

Market efficiency research on Shanghai stock market.

January 2002 (has links)
by Mi Jia, Wang Xueyu. / Thesis (M.B.A.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 77-78). / ABSTRACT --- p.III / TABLE OF CONTENTS --- p.iv / LIST OF TABLES AND FIGURES --- p.vi / Chapters / INTRODUCTION --- p.1 / DATA AND RESEARCH METHODOLOGY --- p.6 / EFFICIENCY TESTS --- p.12 / Time Serial Correlation Analysis --- p.12 / Seasonal Fluctuation --- p.16 / General Index's analysis and comparison --- p.17 / Holiday Effect --- p.20 / Test of Predictability in Stock Market Returns --- p.35 / Larger Stock in June effect --- p.37 / Passive Vs Active portfolio (with technical analysis) --- p.39 / Technical analysis --- p.40 / Filter Rules Approach Testing --- p.43 / Returns over Short and Long Horizons --- p.49 / Holding Period Return over Short and Long Horizons --- p.50 / Accumulative Abnormal Return over Short and Long Horizons --- p.51 / Mutual Fund Performance --- p.52 / Mutual Fund vs. Index --- p.53 / Relative Performance among Mutual Funds --- p.54 / "B/M, Size, and P/E Effect" --- p.55 / "Correlation among B/M, Assets, Market Value of A Share, P/E and Beta" --- p.56 / B/M and Annual Return --- p.57 / P/E and Annual Return --- p.59 / Assets and annual return --- p.60 / Market Value of A Share and Annual Return --- p.61 / Beta and Annual Return --- p.53 / Multiple Regressions --- p.64 / CONCLUSION --- p.66 / Limitation of Research --- p.66 / Summary --- p.67 / APPENDIX 1 --- p.69 / APPENDIX 2 --- p.70 / APPENDIX 3 --- p.71 / APPENDIX 4 --- p.72 / APPENDIX 5 --- p.73 / BIBLIOGRAPHY --- p.77
82

A profitability comparison of modal point and closing price.

January 2003 (has links)
Chan Chi-fai Quincy. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 52-55). / Abstracts in English and Chinese. / ACKNOWLEDGMENTS --- p.iv / LIST OF TABLES --- p.v / LIST OF ILLUSTRATIONS --- p.vi / CHAPTER / Chapter ONE --- INTRODUCTION --- p.1 / Chapter TWO --- LITERATURE REVIEW --- p.4 / Chapter THREE --- DATA AND METHODOLOGY --- p.8 / Moving Averages (MA) / Relative Strength Index (RSI) / Buy-and-Hold (B & H) and the Annual Return / Transaction Costs and the Adjusted Return / Chapter FOUR --- EMPIRICAL RESULTS --- p.13 / Hong Kong-HSI / Results Without Short Selling / Results With Short Selling / Results / Singapore - STII / Results Without Short Selling / Results With Short Selling / Results / Taiwan-TWSE / Results Without Short Selling / Results With Short Selling / Results / Korea-KSP / Results Without Short Selling / Results With Short Selling / Results / Chapter FIVE --- CONCLUSION --- p.30 / TABLES --- p.32 / ILLUSTRATIONS --- p.45 / BIBOGRAPHY --- p.52
83

Modelling the fat tail distribution of security market returns

Choi, Chun-sun., 蔡進晨. January 1989 (has links)
published_or_final_version / Statistics / Master / Master of Social Sciences
84

Institutional barriers to entry in the Hong Kong stock market: theory, evidence and policy

Ancrum, E. M. January 1984 (has links)
published_or_final_version / Economics / Master / Master of Philosophy
85

An empirical examination of price behavior on the Hong Kong stock market

Guo, Enyang 13 October 2005 (has links)
This dissertation examines stock price behavior on the Hong Kong stock market in terms of normality of returns and the efficiency of that market. The results reveal that the Hong Kong stock market is efficient, although the degree of efficiency is somewhat different from what has been found for securities traded in the U.S. market. Moreover, it was found that as a small but active stock market, the Hong Kong market is sensitive and highly vulnerable to international events. The study also analyzes the relationship among different national equity markets, i.e., the U.S., the U.K., Japan, and Hong Kong. The results show that a substantial amount of multi-lateral interaction is present among national equity markets. In addition, some common seasonal patterns of stock price movements appear across the different national markets, and innovation transmissions from market to market are significant and efficient. The study provides added support to the hypothesis of an integrated world financial market. / Ph. D.
86

Prediction of future earnings in an emerging market by fundamental analysis: evidence from China A-share market.

January 2002 (has links)
Yu Xin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 35-38). / Abstracts in English and Chinese.
87

Firm size related anomalies and stock return seasonality in the Hong Kong stock market

Law, Kin-hung., 羅建雄. January 1988 (has links)
published_or_final_version / Business Administration / Master / Master of Business Administration
88

Company takeovers and efficiency of the Hong Kong stock market

Chow, Mun-chong, Rebecca., 周敏莊. January 1985 (has links)
published_or_final_version / Management Studies / Master / Master of Business Administration
89

Ex-dividend behavior of stock price in Hong Kong market.

January 1991 (has links)
by Au Yuk Mui, Kitty, Lo King Yuen, Simon. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1991. / Includes bibliographical references. / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / ACKNOWLEDGEMENT --- p.v / Chapter CHAPTER I --- INTRODUCTION --- p.1 / Hong Kong Stock-Market --- p.2 / History of Hong Kong Stock Market --- p.2 / Stock Indexes in Hong Kong --- p.4 / Process in Granting Dividend to Investors --- p.6 / Transaction Cost in Stock Trading --- p.7 / Chapter CHAPTER II --- HYPOTHESES --- p.10 / Chapter CHAPTER III --- LITERATURE REVIEW --- p.14 / Review of Hong Kong Taxation System --- p.14 / Literature Review --- p.16 / Survey on the Shareownership --- p.22 / Chapter CHAPTER IV --- METHODOLOGY --- p.26 / Data Collection --- p.26 / Stock price & Dividend --- p.26 / Market Index --- p.28 / Regression equation --- p.30 / Chapter CHAPTER V --- STATISTICAL FINDING --- p.36 / Practice of dividend payment --- p.36 / Stock price drop vs Dividend --- p.40 / Adjusted Ex-date Return vs Dividend Yield --- p.46 / Multiple regression analysis on the CAPM equation for ex-date return --- p.60 / Chapter CHAPTER VI --- LIMITATION --- p.73 / Abnormal crisis --- p.73 / Market Index --- p.74 / Portfolio approach --- p.75 / Transaction Cost --- p.76 / Chapter CHAPTER VII --- CONCLUSION --- p.77 / Chapter APPENDIX A --- "REGRESSION RESULT FOR RATE OF STOCK PRICE DROP AND DIVIDEND YIELD, IN ACCORDING TO THE DIVIDEND TYPE, WEEKDAY AND TIME LAPSE BETWEEN CUM-DATE AND EX-DATE" --- p.79 / Chapter APPENDIX B --- "REGRESSION RESULT FOR ADJUSTED EX-DATE STOCK RETURN AND DIVIDEND YIELD, IN ACCORDING TO THE DIVIDEND TYPE, WEEKDAY AND TIME LAPSE BETWEEN CUM-DATE AND EX-DATE" --- p.80 / Chapter APPENDIX C --- "RESULT OF MULTIPLE REGRESSION ANALYSIS FOR ADJUSTED EX-DATE STOCK RETURN AND DIVIDEND YIELD, ACCORDING TO THE DIVIDEND TYPE, WEEKDAY AND TIME LAPSE BETWEEN CUM-DATE AND EX-DATE" --- p.82 / Chapter APPENDIX D --- THE IMPLIED RISK FREE RATE --- p.84 / REFERENCES --- p.85
90

How stock is recommended for investment in Hong Kong.

January 1989 (has links)
by Tong Yuen Mun Andy. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1989. / Bibliography: leaves 76-77.

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