by Roger K.H. Luk, Robert M.K. Young. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1981. / Bibliography: leaves 101-103.

by Kwong Kok-shi, Mak Kai-kwong. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1981. / Bibliography: leaves 142-144.

by Liu Tat-luen. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. / Bibliography: leaves 68-69. / ABSTRACT --- p.i / ACKNOWLEDGMENT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF TABLES --- p.v / LIST OF FIGURES --- p.vi / Chapter / Chapter I. --- INTRODUCTION --- p.1 / The trend of international diversification in stock investment --- p.1 / Why diversify in international stock investment --- p.2 / Chapter II. --- STUDY OBJECTIVES --- p.8 / Hypothesis --- p.8 / Relevance of Hong Kong case --- p.9 / Research Methodology --- p.10 / Chapter III. --- HOW RISKS ARE MEASURED --- p.12 / Systematic risk and non-systematic risk --- p.12 / Measurement of systematic risk - concept of β --- p.13 / Chapter IV. --- RISK-RETURN RELATIONSHIP --- p.15 / The standard Capital Asset Pricing Model --- p.15 / B in CAPM defined --- p.17 / Chapter V. --- EXTENSION OF CAPM INTERNATIONALLY --- p.19 / Chapter VI. --- SYSTEMATIC AND NON-SYSTEMATIC RISKS IN INTERNATIONAL CAPM CONTEXT --- p.27 / Systematic Risk - International CAPM --- p.27 / Non-systematic risk - International CAPM --- p.29 / Chapter VII. --- THE DETERMINATION OF βHong Kong --- p.31 / Estimating of β by Regression Analysis --- p.31 / Analysis Procedure --- p.32 / Graphical presentation of the data set --- p.34 / The regression Output --- p.35 / Estimation of 3 from the definition --- p.38 / Findings --- p.42 / Chapter VIII. --- USE OF BETA FOR A COUNTRY STOCK MARKET --- p.48 / Chapter IX. --- CONCLUSION --- p.52 / Chapter Appendix 1 --- The Hang Seng Index : 1980-89 --- p.58 / Chapter Appendix 2 --- The Data Set - Hang Seng and World Index (1987-89) --- p.59 / Chapter Appendix 3 --- The Data Set - Hang Seng and World Index (1982-84) --- p.60 / Chapter Appendix 4 --- t - test for the correlation of 3-year regression data --- p.61 / Chapter Appendix 5 --- t - test for the correlation of yearly regression data --- p.63 / Chapter Appendix 6 --- Constraints to International Diversification --- p.66 / BIBLIOGRAPHY --- p.68

by Ho, Conrad Siu-chan, Wong, Nancy In-peng. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1992. / Includes bibliographical references (leaves 46-50). / COVER --- p.i / ABSTRACT --- p.ii / ACKNOWLEDGEMENTS --- p.iv / TABLE OF CONTENTS --- p.v / LIST OF TABLES --- p.vii / Chapter / Chapter 1 --- INTRODUCTION --- p.1 / Chapter 1.1 --- The Theme of this Paper --- p.1 / Chapter 1.2 --- Literature Survey on Efficient Capital Market Hypothesis --- p.2 / Chapter 1.3 --- The Structure of this Paper --- p.4 / Chapter 2 --- THE EFFICIENT CAPITAL MARKET HYPOTHESIS --- p.5 / Chapter 2.1 --- The Three Levels of Efficiency --- p.6 / Chapter 2.2 --- Implications of the Three Levels of Efficiency --- p.10 / Chapter 2.3 --- Assumptions of ECMH --- p.11 / Chapter 3 --- METHODOLOGY --- p.14 / Chapter 3.1 --- The Statistical Tests --- p.14 / Chapter 3.1.1 --- Serial Correlation Test --- p.15 / Chapter 3.1.2 --- Regression Test --- p.17 / Chapter 3.1.3 --- Runs Test --- p.17 / Chapter 3.2 --- Sample Data --- p.19 / Chapter 3.3 --- The Limitation --- p.22 / Chapter 4 --- FINDINGS AND INTERPRETATIONS --- p.24 / Chapter 4.1 --- The Decision Criteria --- p.24 / Chapter 4.2 --- Interpretations --- p.24 / Chapter 4.2.1 --- SCC Test --- p.25 / Chapter 4.2.2 --- Regression Test --- p.31 / Chapter 4.2.3 --- Runs Test --- p.34 / Chapter 4.2.4 --- The overall interpretation --- p.38 / Chapter 5 --- CONCLUSIONS --- p.43 / REFERENCES --- p.46 / APPENDIX / Chapter 1 --- List of Selected Samples and their Market Capitalization --- p.51 / Chapter 2 --- "Adjusted Data, Adjustments and Raw Data" --- p.60 / Chapter 3 --- Price Adjustment Information --- p.96 / Chapter 4 --- Summary of Statistical Findings --- p.99 / Chapter 5 --- Findings of Serial Correlation Test --- p.129 / Chapter 6 --- Findings of Regression Test --- p.141 / Chapter 7 --- Findings of Runs Test --- p.153

published_or_final_version / Real Estate and Construction / Doctoral / Doctor of Philosophy

published_or_final_version / Business Administration / Master / Master of Business Administration

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 / Business Administration / Master / Master of Business Administration