She, Yingni. / "August 2011." / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 43-49). / Abstracts in English and Chinese. / Chapter 1. --- Introduction --- p.1 / Chapter 2. --- Literature Review --- p.6 / Chapter 2.1 --- Investor Sentiment Measures --- p.6 / Chapter 2.2 --- Chinese Stock Market Overview --- p.13 / Chapter 3. --- Chinese Investor Sentiment Measure --- p.16 / Chapter 3.1 --- Data and Variables --- p.16 / Chapter 3.2 --- Methodology --- p.21 / Chapter 3.3 --- Empirical Results --- p.22 / Chapter 3.4 --- Investor Sentiment Behavior --- p.24 / Chapter 4. --- Threshold Autoregressive Model --- p.29 / Chapter 4.1 --- Methodology --- p.29 / Chapter 4.2 --- Estimated Results --- p.31 / Chapter 4.3 --- Forecasting Performance --- p.36 / Chapter 4.4 --- Trading Strategy --- p.38 / Chapter 5. --- Conclusion --- p.41 / References --- p.43

Tang Kwong-leung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 83-84). / Abstracts in English and Chinese. / Abstract --- p.ii / 摘要 --- p.iii / Acknowledgment --- p.iv / Table of Contents --- p.v / Chapter Chapter 1 --- Introduction / Chapter 1.1 --- Modern View of Arbitrage --- p.1 / Chapter 1.2 --- Arbitrage Opportunity in China Stock Market --- p.4 / Chapter Chapter 2 --- The China Stock Market / Chapter 2.1 --- Stock Trading --- p.7 / Chapter 2.2 --- Segmentation of the Market --- p.8 / Chapter 2.3 --- Listed Companies --- p.10 / Chapter 2.4 --- Literature Review --- p.11 / Chapter 2.5 --- Liberalization of B Shares --- p.14 / Chapter 2.6 --- Operational Difference between A-Share and B-Share Trading --- p.16 / Chapter Chapter 3 --- The Data / Chapter 3.1 --- A Shares versus B Shares --- p.18 / Chapter 3.2 --- Definition of Discount --- p.19 / Chapter 3.3 --- A Shares versus H Shares --- p.23 / Chapter Chapter 4 --- Test for The Existence of Structural Break / Chapter 4.1 --- The Methodology --- p.26 / Chapter 4.2 --- The Empirical Findings --- p.28 / Chapter Chapter 5 --- Explanations for Limited Arbitrage / Chapter 5.1 --- Absence of Free Convertibility of Renminbi --- p.29 / Chapter 5.1.1 --- China's Foreign Exchange Control and Regulation --- p.30 / Chapter 5.1.2 --- Current Account versus Capital Account --- p.31 / Chapter 5.1.3 --- Impact of Foreign Exchange Control on Price Discount --- p.32 / Chapter 5.1.4 --- Free Convertibility of Foreign Exchange in Hong Kong --- p.33 / Chapter 5.1.4.1 --- The Data --- p.34 / Chapter 5.1.4.2 --- Definition of Discount --- p.34 / Chapter 5.1.4.3 --- Basis Idea --- p.35 / Chapter 5.1.4.4 --- The Empirical Findings --- p.37 / Chapter 5.2 --- Investment Returns of A Shares and B Shares --- p.37 / Chapter 5.2.1 --- The Data --- p.38 / Chapter 5.2.2 --- Foreign Exchange Factor --- p.42 / Chapter 5.2.3 --- Basic Idea --- p.43 / Chapter 5.2.4 --- Different Sets of Returns --- p.44 / Chapter 5.2.5 --- The Empirical Findings --- p.47 / Chapter 5.2.6 --- Irrelevant Difference in Liquidity between A Shares and B Shares --- p.51 / Chapter Chapter 6 --- Conclusion --- p.52 / Tables / Table 1 Share Structure of PRC Issuers --- p.54 / Table 2 Descriptive Statistics of Different Types of PRC Issuers --- p.55 / Table 3 Trading Summary of PRC Issuers --- p.56 / Table 4 Lists of Companies

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

published_or_final_version / Public Administration / Master / Master of Social Sciences

published_or_final_version / abstract / Law / Doctoral / Doctor of Philosophy

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

published_or_final_version / Geography / Master / Master of Philosophy

by Lee Hing Wah. / Thesis (Ph.D.)--Chinese University of Hong Kong, 1997. / Includes bibliographical references (p. 238-247). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. Ann Arbor, MI : ProQuest dissertations and theses, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Mode of access: World Wide Web.

published_or_final_version / Business Administration / Master / Master of Business Administration

by Chan Kin Man, Eric, Ng Man Leung, Alfred, Poon Man Ching, Daniel. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1989. / Bibliography: leaves [113]-[115].