by Ma Hing-Sing. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1989. / Bibliography: leaves 89-90.

by Wong Heung-wing. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. / Bibliography: leaves 38-41. / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF EXHIBITS --- p.iv / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Definition of 'Unseasoned' --- p.2 / Unseasoned Stock Market in Hong Kong --- p.2 / Importance of Accurate Pricing --- p.5 / Past Studies on Unseasoned Stock --- p.7 / Chapter II. --- RESEARCH OBJECTIVE --- p.11 / Chapter III. --- ASSUMPTIONS --- p.12 / Chapter IV. --- RESEARCH METHODOLOGY --- p.15 / Data Collection Method --- p.15 / The Sampling Design --- p.16 / Statistical Tools --- p.20 / Correlation Analysis --- p.20 / Factor Analysis --- p.21 / Chapter V. --- RESULTS AND INTERPRETATION --- p.24 / Correlation Analysis --- p.24 / Factor Analysis --- p.26 / Chapter VI. --- LIMITATIONS --- p.33 / Chapter VII. --- CONCLUSIONS --- p.35 / BIBLOGRAPHY --- p.38

by Chan Man Kam, Chung Kwai Ying, Fung Po Hei. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. / Bibliography: leaf 52. / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iv / LIST OF TABLES --- p.vi / ACKNOWLEDGEMENT --- p.vii / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Justification of the research --- p.1 / Research Objectives --- p.3 / Chapter II. --- METHODOLOGY --- p.5 / Data Source --- p.5 / Models --- p.7 / Model 1-Simplified Kassouf Model --- p.8 / Model 2 -Shelton Model --- p.10 / Model 3-Black-Scholes Model --- p.13 / Testing Methods --- p.16 / Objectives --- p.16 / Test of accuracy --- p.17 / Rank Test --- p.19 / Chapter III. --- RESULTS & FINDINGS --- p.22 / Estimating the Shelton Model --- p.22 / Estimation of Shelton Model --- p.22 / The validity of model --- p.26 / Overestimation or underestimation --- p.31 / Mean Error vs. Mean Absolute Error --- p.32 / Ranking of the models --- p.33 / Sensitivity Analysis --- p.37 / Simplified Kassouf Model --- p.38 / Shelton Model --- p.39 / Black-Scholes Model --- p.42 / Elasticity of warrant price --- p.43 / Warrants issued by the same company --- p.44 / Chapter IV. --- CONCLUSION --- p.46 / Chapter V. --- LIMITATION OF MODELS & FUTURE RESEARCH --- p.48 / APPENDICES --- p.50 / BIBLIOGRAPHY --- p.52

by Chan Yan Ho, Tommy. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1988. / Bibliography: leaves 32-33.

by Lam Ka Ming. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1995. / Includes bibliographical references (leaves 83-86). / Chapter CHAPTER 1 --- INTRODUCTION --- p.1 / Chapter CHAPTER 2 --- REVIEW OF THEORIES AND LITERATURE / Chapter 2.1 --- Empirical Studies on IPO Underpricing --- p.7 / Chapter 2.2 --- "Underpricing, Auditors and Underwriters" --- p.10 / Chapter 2.3 --- Rock's Adverse Selection hypothesis --- p.16 / Chapter 2.4 --- The Signalling Hypothesis --- p.23 / Chapter 2.5 --- Unit IPO --- p.31 / Chapter 2.6 --- Empirical Studies on Hong Kong IPOs --- p.32 / Chapter Chapter 3 --- DATA AND METHODOLOGY / Chapter 3.1 --- Measures of Underpricing --- p.35 / Chapter 3.2 --- Test for Rock's Model --- p.40 / Chapter 3.3 --- Test for the Signalling Hypothesis --- p.44 / Chapter 3.3.1 --- Probability of Reissue --- p.47 / Chapter 3.3.2 --- Size of Seasoned Offering --- p.48 / Chapter 3.3.3 --- Time between IPO and Announcement of Seasoned Offering --- p.48 / Chapter 3.3.4 --- Price Reaction on Announcement Date --- p.49 / Chapter CHAPTER 4 --- RESULTS / Chapter 4.1 --- Underpricing of Hong Kong IPOs --- p.51 / Chapter 4.2 --- Rock's Model --- p.53 / Chapter 4.2.1 --- The Winner's Curse Problem --- p.53 / Chapter 4.2.2 --- Regression Results --- p.54 / Chapter 4.3 --- Signalling Hypothesis --- p.62 / Chapter 4.3.1 --- Probability of Reissue --- p.62 / Chapter 4.3.2 --- Size of Seasoned Offering --- p.64 / Chapter 4.3.3 --- Time between IPO and the First Seasoned Offering --- p.65 / Chapter 4.4.4 --- Price Reaction on Announcement Date --- p.66 / Chapter CHAPTER 5 --- DISCUSSION --- p.67 / Chapter CHAPTER 6 --- CONCLUSION --- p.71 / FIGURES --- p.72 / APPENDIX A SPECIMEN OF ANNOUNCEMENT OF BASIS OF ALLOTMENT --- p.75 / APPENDIX B LIST OF COMPANY --- p.76 / REFERENCE --- p.83

by Chung Kwok-Wai, Li Wai-Man, Raymond. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1996. / Includes bibliographical references (leaves 40-41). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF TABLES --- p.iv / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- LITERATURE REVIEW --- p.2 / Relationship Between Earning Forecasts and Stock Returns --- p.2 / Relationship Between Forecast Error and Stock Returns --- p.3 / Relationship Between Forecast Revision and Stock Returns --- p.5 / Chapter III. --- METHODOLOGY --- p.7 / Sources of Consensus Earning Estimates --- p.7 / The Sampling Criteria --- p.7 / Six Earnings Expectations Variables --- p.9 / Statistical Procedures --- p.11 / Measuring Excess Returns --- p.12 / Rank Correlation Test --- p.14 / Report of Excess Returns --- p.15 / Chapter IV. --- RESULTS --- p.16 / Relationship Between Earning Forecasts and Stock Returns --- p.16 / Relationship Between Actual Growth and Stock Returns --- p.20 / Relationship Between Forecast Error and Stock Returns --- p.22 / Relationship Between Forecast Revision and Stock Returns --- p.27 / Size and Variation of Excess Returns Due to Forecast Errors --- p.28 / Size of Returns by Being More Accurate --- p.30 / Limitations of Our Study --- p.31 / Chapter V. --- CONCLUSION --- p.33 / APPENDIX --- p.35 / BIBLIOGRAPHY --- p.40

by Au Wai Shan, Christine, Choi Wing Kam. / Thesis (M.B.A.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 86-90). / ABSTRACT --- p.ii / ACKNOWLEDGEMENT --- p.iv / TABLE OF CONTENTS --- p.v / LIST OF TABLES --- p.vii / CHAPTER / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- LITERATURE REVIEW --- p.3 / Chapter III. --- METHODOLOGY --- p.9 / Chapter 1 --- Source of Data and Company Information --- p.9 / Chapter 1.1 --- Data on Security Prices and Macroeconomic Variables --- p.9 / Chapter 1.2 --- Company Annual Reports --- p.9 / Chapter 1.3 --- "Journals, Newspapers and Related Magazines" --- p.10 / Chapter 2. --- Selection of Company --- p.10 / Chapter 3. --- "Whatts PanEL,Data?" --- p.10 / Chapter 3.1 --- Benefits of using Panel Data --- p.11 / Chapter 3.2 --- Limitations of using Panel Data --- p.12 / Chapter 4. --- Multiple regression analysts --- p.13 / Chapter 4.1 --- What is multiple regression model? --- p.13 / Chapter 4.2 --- Assumptions of multiple regression --- p.15 / Chapter 5. --- FtnanctaL RatIo Analysts --- p.16 / Chapter 6. --- Economic Factor Analysis --- p.19 / Chapter IV. --- FINDINGS --- p.20 / Chapter 1. --- ResuLts of MULttpte Regression (By Individual Company) of the Stock Price and MacRoeconomtc factors --- p.20 / Chapter 1.1 --- "R2, Coefficients of variables and F-statistic" --- p.20 / Chapter 1.2 --- Correlation Among the Macroeconomic Factors --- p.23 / Chapter 2. --- Results of MULTIpLe REgREssIons (By Sectors) of thE Stock Prtce and Financial Statement RatIos --- p.24 / Chapter 2.1 --- "R2, Coefficients of variables and F-statistic" --- p.24 / Chapter 2.2 --- Correlation among the Micro-economic Factors --- p.25 / Chapter V. --- DISCUSSIONS --- p.27 / Chapter 1. --- Summary of findings --- p.27 / Chapter 2. --- Discusston of the impact of economic factors on the stock price --- p.28 / Chapter 3. --- "Dtscusston the impacts of ftnancial, statement ratios on the stock price" --- p.29 / Chapter 4. --- LImItattons on our model --- p.31 / Chapter 4.1 --- Outlier Problems --- p.31 / Chapter 4.2 --- Average stock price in the month of announcing annual reports --- p.31 / Chapter 4.3 --- Using of annual data --- p.32 / Chapter VI. --- FURTHER DISCUSSION ON NOWADAYS PHENOMENA --- p.33 / Chapter 1. --- Greenspan's Theory --- p.33 / Chapter 2. --- ThE FEvER of Internet/ TEchnoLOgy/ConcEPt Stock --- p.34 / Chapter VII. --- RECOMMENDATIONS --- p.35 / Chapter 1. --- Other mEthodoLogIEs --- p.35 / Chapter 2. --- Other Ratios with same or similar meanings --- p.36 / Chapter 3. --- Other indices --- p.37 / Chapter 4. --- A new standard： sustatnaBILIty --- p.37 / Chapter VIII. --- CONCLUSION --- p.39 / APPENDIX --- p.40 / BIBLIOGRAPHY --- p.86

by Ng Chi-Cheong, Allen, Tsea Po Kwan. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 39-41). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF ILLUSTRATIONS --- p.v / LIST OF TABLES --- p.vi / ACKNOWLEDGEMENT --- p.vii / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II --- LITERATURE REVIEW --- p.3 / General Review --- p.3 / Model Review --- p.6 / Rock´ةs Model --- p.6 / Principal-Agent Model --- p.7 / Signaling Model --- p.11 / Chapter III --- H SHARES LISTING PROCEDURE --- p.13 / Chapter IV --- DATA AND METHODOLOGY --- p.17 / Research Period and Source --- p.17 / Measures of Underpricing --- p.18 / Chapter V --- RESULTS AND DISCUSSION --- p.23 / Underpricing of H shares IPOs --- p.23 / Regression Model --- p.25 / Chapter VI --- CONCLUSION --- p.30 / APPENDIX --- p.34 / BIBLIOGRAPHY --- p.38

Chan, Oi Yan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2013. / Includes bibliographical references (leaves 112-123). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstracts also in Chinese.

Yuen Wai Sze. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 119-124). / Abstracts in English and Chinese. / ABSTRACT --- p.i / 摘要 --- p.iii / ACKNOWLEDGEMENTS --- p.iv / TABLE OF CONTENTS --- p.v / TABLES --- p.vi / FIGURES --- p.vii / APPENDICES --- p.vii / Chapter CHAPTER 1 --- INTRODUCTION --- p.1 / Chapter CHAPTER 2 --- LITERATURE REVIEW --- p.6 / Chapter CHAPTER 3 --- RESEARCH METHODOLOGY --- p.13 / Chapter 3.1 --- Event Study Methodology --- p.13 / Chapter 3.2 --- Cross-Sectional Regression Models --- p.20 / Chapter CHAPTER 4 --- DATA DESCRIPTION OF THE JUNE 4th INCIDENT --- p.26 / Chapter CHAPTER 5 --- DATA DESCRIPTION OF THE SIGNING OF CEPA --- p.31 / Chapter CHAPTER 6 --- EMPIRICAL ANALYSIS OF THE JUNE 4th INCIDENT --- p.35 / Chapter 6.1 --- Background --- p.35 / Chapter 6.2 --- Event Study Results --- p.36 / Chapter 6.3 --- Regression Results --- p.38 / Chapter CHAPTER 7 --- EMPIRICAL ANALYSIS OF THE SIGNING OF CEPA --- p.45 / Chapter 7.1 --- Background --- p.45 / Chapter 7.2 --- Event Study Results --- p.46 / Chapter 7.3 --- Regression Results --- p.49 / Chapter 7.4 --- Robustness Test --- p.57 / Chapter CHAPTER 8 --- CONCLUSION --- p.59 / BIBLIOGRAPHY --- p.119