published_or_final_version / Business Administration / Master / Master of Business Administration

published_or_final_version / Management Studies / Master / Master of Business Administration

published_or_final_version / Business Administration / Master / Master of Business Administration

published_or_final_version / abstract / Economics and Finance / Doctoral / Doctor of Philosophy

by Ho Chi Sze, Grace, Poon Chun Pong, Daniel, Wong Wai Ming. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1989. / Bibliography: leaves 163-164.

by Tang Hoi Yee, Annie. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1989. / Bibliography: leaves 163-164.

by Lum Kwok Keung Jacky. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1989. / Bibliography: leaves 60-61.

by Fung Mei Ling, Hon Ming Luen Katy. / Thesis (M.B.A.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 57-58). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF FIGURES --- p.v / LIST OF TABLES --- p.vi / Chapter / Chapter I --- INTRODUCTION --- p.1 / The Market --- p.1 / The Investors --- p.2 / The Investment Tools --- p.3 / Scope of Study --- p.4 / Chapter II --- DEFINATIONS OF INVESTMENT TOOLS AND THEIR THERIORIES BEHIND --- p.7 / Fundamental Analysis --- p.7 / Technical Analysis --- p.8 / Mutual Funds --- p.11 / Market Anomaly Rules --- p.12 / """January Effect""" --- p.12 / """Weekend Effect""" --- p.13 / """Turn-of-the-Month Effect""" --- p.14 / """January Barometer""" --- p.14 / Chapter III --- METHODOLOGY --- p.16 / Approach --- p.16 / Data Collection --- p.17 / Chapter IV --- RESULTS --- p.19 / Mutual Funds --- p.19 / Market Anomaly Rules --- p.22 / Chapter V --- CONCLUSIONS --- p.27 / A Review of Economic Impacts from 1998 to 2000 --- p.27 / Comparing Performances of Mutual Funds --- p.31 / Comparing Performances of Market Anomaly Rules --- p.32 / Comparing Performances of Market Anomaly Rules and Mutual Funds --- p.34 / In the Declining Market of 1998 --- p.35 / In the Growing Market of 1999 --- p.36 / In the Stable Market of 2000 --- p.37 / Recommendations and Guidelines for the Use of Analysis Methods --- p.38 / Concluding Remarks --- p.39 / APPENDIX --- p.40 / BIBLIOGRAPHY --- p.56

Wong Chin Pang, Antonio. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 48-52). / Abstract also in Chinese. / Abstract --- p.2 / Acknowledgment --- p.4 / Chapter 1 --- Introduction --- p.7 / Chapter 2 --- Data and Methodology --- p.13 / Chapter 3 --- Univariate Analysis --- p.15 / Chapter 3.1 --- Momentum Strategies --- p.15 / Chapter 3.2 --- Contrarian Strategies --- p.17 / Chapter 3.3 --- Value Strategies --- p.18 / Chapter 3.4 --- Descriptive Statistics --- p.22 / Chapter 4 --- Anatomy of Contrarian and Value Strategies --- p.25 / Chapter 4.1 --- Control for size effect --- p.25 / Chapter 4.2 --- Control for industry effect --- p.29 / Chapter 4.3 --- Hang Seng Index Constituent Stocks --- p.33 / Chapter 5 --- Are Contrarian and Value Strategies Systematically Riskier? --- p.35 / Chapter 6 --- Fama-French's Three-Factor Model --- p.40 / Chapter 7 --- Conclusion --- p.44

published_or_final_version / China Development Studies / Master / Master of Arts in China Development Studies