by Lo Yat-keung & Ma Kwok-wa. / Bibliography: leaves 46-47 / Thesis (M.B.A.)--Chinese University of Hong Kong, 1986

by Ho Man Shing, William. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1996. / Includes bibliographical references (leaves 41-42). / ABSTRACT --- p.i / TABLE OF CONTENTS --- p.iii / LIST OF FIGURE --- p.v / LIST OF TABLES --- p.v / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Objectives of Research Project --- p.2 / Chapter II. --- LITERATURE REVIEW --- p.4 / Research work in the U. S --- p.4 / Research work in Japan and H. K --- p.5 / Chapter III. --- METHODOLOGY --- p.7 / Research design --- p.9 / Formation of portfolios --- p.10 / Univariate Analysis --- p.11 / Regression Analysis --- p.11 / Data collection --- p.12 / Chapter IV. --- RESULTS --- p.13 / Univariate analysis of returns and fundamental variables --- p.13 / Regression analysis of returns and fimdamental variables --- p.17 / Security level regression analysis of returns and fimdamental variables --- p.17 / Portfolio level regression analysis of returns and fundamental variables (ranked by different fundamental variables) --- p.21 / Portfolio level regression analysis of returns and fundamental variables (ranked by two different fundamental variables) --- p.27 / Effects of order of agglomeration and different combinations --- p.30 / Chapter V. --- SUMMARY AND CONCLUDING REMARKS --- p.37 / BIBLIOGRAPHY --- p.41 / APPENDICES / Chapter A --- List of Hang Seng Index Constituent Stocks during 1989 to1994 / Chapter B --- Print-out of the Regression Results at Security Level / Chapter C --- Print-out of the Regression Results at Portfolio Level (E/P then LS) / Chapter D --- Print-out of the Regression Results at Portfolio Level (LS then E/P)

by Lam Suk-ting, Angelina, Lin Yuen-tung, Anthony. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1995. / Includes bibliographical references (leaves 59-64). / ABSTRACT --- p.ii / ACKNOWLEDGMENTS --- p.iii / TABLE OF CONTENTS --- p.iv / LIST OF FIGURES --- p.vi / LIST OF TABLES --- p.vii / Chapter CHAPTER I. --- INTRODUCTION --- p.1 / Pre-Holiday Effect --- p.1 / Hong Kong Situation --- p.2 / Objectives of The Research --- p.3 / Outline of The Report --- p.3 / Chapter CHAPTER II. --- LITERATURE REVIEW --- p.4 / Literature on Holiday Effect --- p.4 / "Possible Explanations for the "" Holiday Effect""" --- p.7 / Literature Review on Other Anomalies --- p.10 / """January Effect""" --- p.10 / """ Firm Size Effect""" --- p.12 / """ Weekend Effect"" and ""Monday Effect""" --- p.14 / Monthly Effect'' --- p.15 / Literature on Hong Kong Market's Anomalies --- p.16 / Chapter CHAPTER III. --- DATA AND METHODOLOGY --- p.18 / Data --- p.18 / Holiday Selection --- p.19 / Data Source --- p.19 / Methodology --- p.20 / Procedure of Analysis --- p.21 / General Effect Before Holidays --- p.21 / General Effect After Holidays --- p.22 / Individual Holiday Effect --- p.22 / Length of Holiday vs. Market Performance --- p.25 / Theoretical Framework --- p.26 / Student's t Test For Two Separated Samples --- p.27 / Wilcoxon Signed Rank Test --- p.28 / One-Way ANOVA --- p.31 / Chapter CHAPTER IV. --- RESULT --- p.33 / General Pre-Holiday Effect --- p.33 / General Post-Holiday Effect --- p.35 / Individual Holiday Effect --- p.36 / The Pre-Holiday Effect Of Individual Holiday --- p.37 / Returns On Pre-Holiday Trading Day vs. Returns On Three Days Before Holiday --- p.39 / The Post-Holiday Effect Of Individual Holiday --- p.40 / Christmas-New Year Holiday Effect --- p.41 / The Relationship Between Length Of Holiday And Market Performance --- p.42 / Chapter CHAPTER V. --- FURTHER ANALYSIS OF RESULT --- p.44 / "Is the ""Pre-Holiday Effect"" a manifestation of other anomalies ？" --- p.45 / "Not A ""January Effect""" --- p.45 / "Not a "" Week-End Effect""" --- p.48 / Existence of the effect across the whole test period --- p.51 / Chapter CHAPTER VI. --- CONCLUSION --- p.53 / APPENDIX I. LIST OF GENERAL HOLIDAYS IN HONG KONG --- p.55 / APPENDIX II. LENGTH OF HOLIDAY VS. MARKET RETURN --- p.56 / APPENDIX III. CONSTITUENT STOCKS OF HANG SENG INDEX --- p.58 / BIBLIOGRAPHY --- p.59

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 / Business Administration / 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

published_or_final_version / abstract / Business / Master / Master of Philosophy

published_or_final_version / Economics and Finance / Master / Master of Economics