Spelling suggestions: "subject:"stock exchange -- china"" "subject:"stock exchange -- shina""
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Tests of informational efficiency of China's stock market / by Shiguang Ma.Ma, Shiguang January 2000 (has links)
Bibliography: leaves 403-420. / xviii, 420 leaves : ill. ; 30 cm. / Title page, contents and abstract only. The complete thesis in print form is available from the University Library. / Thesis (Ph.D.)--University of Adelaide, School of Economics, 2001
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Empirical analysis of Chinese stock market behavior : evidence from dynamic correlations, herding behavior, and speed of adjustment /Tan, Lin. Chiang, Thomas C. January 2005 (has links)
Thesis (Ph. D.)--Drexel University, 2005. / Includes abstract and vita. Includes bibliographical references (leaves 74-85).
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Equity markets in Hong Kong and Shanghai: growth and competitivenessCheung, Wai-shuen., 張慧璇. January 2010 (has links)
published_or_final_version / China Development Studies / Master / Master of Arts in China Development Studies
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A study of the weekend effect of the Hong Kong stock marketChoi, Wai Man., 蔡偉民. January 1990 (has links)
published_or_final_version / Business Administration / Master / Master of Business Administration
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Regulation of Hong Kong stock market: a survey analysis of the Security Review Committee recommendationsChan, Tung-wah., 陳棟華. January 1989 (has links)
published_or_final_version / Business Administration / Master / Master of Business Administration
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The application of fundamental analysis and technical analysis in the Hong Kong stock marketFu, Chi-ming, Peter., 傳智明. January 1984 (has links)
published_or_final_version / Business Administration / Master / Master of Business Administration
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Earnings/price ratio anomaly of the Hong Kong stock marketYam, Chan-yin, Rua., 任燦賢. January 1988 (has links)
published_or_final_version / Business Administration / Master / Master of Business Administration
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Essays on microstructure of Hong Kong marketsTao, Libin., 陶利斌. January 2008 (has links)
published_or_final_version / Economics and Finance / Doctoral / Doctor of Philosophy
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China stock markets: development and prospects.January 1992 (has links)
by Chan Wai-Ming, Raymond and Yuen Chee-Wing, Chris. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1992. / Includes bibliographical references (leaves 65-67). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF FIGURES --- p.v / LIST OF TABLES --- p.vi / ACKNOWLEDGMENTS --- p.vii / Chapter / Chapter I. --- INTRODUCTION --- p.1 / China Today --- p.1 / Objectives --- p.3 / Chapter II. --- METHODOLOGY --- p.5 / Chapter III. --- ENVIRONMENT OF CHINA --- p.7 / Economic Reforms --- p.7 / Exports and Imports --- p.10 / Economic Structure --- p.11 / Foreign Investment --- p.12 / Foreign Debts --- p.13 / Exchange Rates --- p.14 / Inflation and Interest Rates --- p.15 / Key Economic Data --- p.16 / Political Structure --- p.18 / Chapter IV. --- SHARE IN CHINA --- p.20 / Uprise of Shareholding System --- p.20 / Types of Share --- p.22 / Emergence of Stock Exchange --- p.23 / Chapter V. --- SHANGHAI STOCK MARKET --- p.26 / Background and Development --- p.26 / Listed Securities --- p.28 / Listing Requirements --- p.30 / Stock Market Indices --- p.30 / Market Performance --- p.31 / Investors' Sentiment --- p.33 / """B"" Shares" --- p.34 / Chapter VI. --- SHENZHEN STOCK MARKET --- p.36 / Development of the Market --- p.37 / Formation of Shenzhen Stock Exchange --- p.40 / Missions --- p.40 / Functions --- p.40 / Regulators --- p.41 / Listing Requirements --- p.42 / Rules and Regulations --- p.43 / Trading and Settlement --- p.43 / Market Information --- p.44 / Future growth --- p.45 / """B"" Shares in Shenzhen" --- p.46 / Chapter VII. --- PROBLEMS OF CHINA STOCK MARKET --- p.47 / Legal --- p.47 / Accounting --- p.48 / Market Size --- p.49 / Company and Market Information --- p.50 / Depth of Swap Centre --- p.50 / Local Investors' Knowledge in Shares --- p.51 / Chapter VIII. --- FUTURE PROSPECTS OF CHINA STOCK MARKET --- p.52 / Political and Economic Development --- p.52 / Expansion of Market Size --- p.53 / Profitability of Listed Companies --- p.54 / "Expansion of ""B"" shares" --- p.54 / Development of Other Regions --- p.56 / Foreign Participation --- p.57 / Chapter IX. --- RECOMMENDATIONS --- p.58 / Improvements in Regulations and Law --- p.58 / Adoption of International Accounting Standards --- p.59 / Increase of the Variety and Number of Shares --- p.59 / Education --- p.60 / Understanding the Risks --- p.60 / Familiar With The Regulations --- p.61 / Liquidity --- p.62 / APPENDIX --- p.63 / BIBLIOGRAPHY --- p.65
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In search of lost anomalies : a journey of cheerful mondays and gloomy fridays in Hong Kong, observations and implicationsTo, Kwok-pun, 涂國彬 January 2013 (has links)
This paper explores a new data set of the profit alerts from electronic disclosure in the Hong Kong Stock Exchange website from 25th June 2007 to 30th June 2013 in view of the potential day-of-the-week effects in terms of Cumulative Abnormal Returns (CAR) anomalies in Fridays and Mondays due to behavioral biases such as limited attention, under-reaction and over-reaction.
A novel approach of hypothesis testing that combines a hypothetical portfolio for a representative informed trader of the CAR anomalies and a trading strategy back-tested with past data with special reference to the limits of arbitrage by incorporating institutional factors such as short sales constraints imposed by stock exchange refutes the conjecture that there are such tradable anomalies with measurable economic significance without relying on unstable parameters in traditional hypothesis testing and arbitrary interpretation of statistical significance.
In the absence of reliable frame of reference by the problem nature, the study investigates the methodological issues of anomalies, expectations, information, externalities, efficiency, and so on, in economics and finance with new perspectives and insights from other disciplines including physics, biology, psychology and philosophy.
Keywords: profit alerts, day-of-the-week effects, Friday, Monday, anomalies, behavioral biases, attention, inattention, under-reaction, over-reaction, methodology, limits of arbitrage, short sales constraints, frame of reference, expectations, Rational Expectations, Efficient Market Hypothesis Least Action Principle, evolutionary, Adaptive Markets Hypothesis, market ecology, ever-changing cycles, corporate governance, information, externalities, efficiency, beliefs, knowledge, decision-making, uncertainty, equilibrium, disequilibrium. / published_or_final_version / Economics and Finance / Master / Master of Economics
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