by Lam King Wan. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 72-73). / ABSTRACT --- p.ii. / TABLE OF CONTENTS --- p.iv. / Section / Chapter I. --- OBJECTIVE --- p.1 / Chapter II. --- INTRODUCTION --- p.3 / The principal investment risk --- p.3 / Effect of risk on investment --- p.4 / Investors' concern for investment risk --- p.6 / Chapter III. --- THE INPUT PARAMETERS --- p.9 / Chapter IV. --- LITERATURE REVIEW --- p.15 / What is an artificial neural network? --- p.15 / What is a neuron? --- p.16 / Biological versus artificial neuron --- p.16 / Operation of a neural network --- p.17 / Neural network paradigm --- p.20 / Feedforward as the most suitable form of neural network --- p.22 / Capability of neural network --- p.23 / The learning process --- p.25 / Testing the network --- p.29 / Neural network computing --- p.29 / Neural network versus conventional computer --- p.30 / Neural network versus a knowledge based system --- p.32 / Strength of neural network --- p.34 / Weaknesses of neural network --- p.35 / Chapter V. --- NEURAL NETWORK AS A TOOL FOR INVESTMENT ANALYSIS --- p.38 / Neural network in financial applications --- p.38 / Trading in the stock market --- p.41 / Why neural network could outperform in the stock market? --- p.43 / Applications of neural network --- p.45 / Chapter VI. --- BUILDING THE NEURAL NETWORK MODEL --- p.47 / Implementation process --- p.48 / Step 1´ؤ Problem specification --- p.49 / Step 2 ´ؤ Data collection --- p.51 / Step 3 ´ؤ Data analysis and transformation --- p.55 / Step 4 ´ؤ Training data set extraction --- p.58 / Step 5 ´ؤ Selection of network architecture --- p.60 / Step 6 ´ؤ Selection of training algorithm --- p.62 / Step 7 ´ؤ Training the network --- p.64 / Step 8 ´ؤ Model deployment --- p.65 / Chapter 7 --- RESULT AND CONCLUSION --- p.67 / Result --- p.67 / Conclusion --- p.69 / BIBLIOGRAPHY --- p.72

Yuan Shuo. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (leaves 49-53). / Abstracts in English and Chinese. / Chapter CHAPTER 1 --- Introduction --- p.1 / Chapter CHAPTER 2 --- Literature Review --- p.4 / Chapter 2.1 --- Worldwide IPO Underpricing --- p.4 / Chapter 2.2 --- IPO Underpricing in China --- p.10 / Chapter CHAPTER 3 --- New Explanations for IPO Underpricing --- p.12 / Chapter CHAPTER 4 --- "Data, Methodology and Empirical Results" --- p.15 / Chapter 4.1 --- Data --- p.15 / Chapter 4.2 --- Methodology --- p.19 / Chapter 4.3 --- Models and Empirical Results --- p.27 / Chapter 4.31 --- Underpricing Level Is Measured by the Percentage Difference Between the First Day's Closing Price and the Offer Price --- p.27 / Chapter 4.32 --- Underpricing Level Is Measured by the Percentage Difference Between the Average Price of the First Fifteen Trading Days' Closing Prices and the Offer Price --- p.34 / Chapter 4.33 --- Underpricing Level Is Measured by the Percentage Difference Between the Average Price of the First Seven Trading Days' Closing Prices and the Offer Price --- p.38 / Chapter 4.34 --- Underpricing Level Is Measured by the Percentage Difference Between the Average Price of the First Three Months' Closing Prices and the Offer Price. --- p.42 / Chapter CHAPTER 5 --- Conclusion --- p.47 / REFERENCE --- p.49 / APPENDIX 1 Detailed Regression Results --- p.54 / APPENDIX 2 The Issue Price and Stock Price Movement after IPO for Each Sample Firm --- p.70

Su Qian. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (leaves 66-70). / Abstracts in English and Chinese. / Abstract --- p."i,ii" / Acknowledgements --- p.iii / Table of Content --- p.iv / List of Tables and Figures --- p.v / List of Abbreviation --- p.vi / Chapter Chapter 1. --- Introduction --- p.1 / Chapter Chapter 2. --- Literature Review --- p.4 / Chapter 2.1 --- Benefits of Cross-listing --- p.4 / Chapter 2.2 --- The Price-discovery process of cross-listed stocks --- p.8 / Chapter 2.3 --- Previous studies on Chinese cross-listed stocks --- p.2 / Chapter Chapter 3. --- China Overseas Listing --- p.15 / Chapter 3.1 --- The history of overseas listing --- p.15 / Chapter 3.2 --- Methods of overseas listing --- p.17 / Chapter 3.3 --- The motivation for Chinese firms to list overseas --- p.18 / Chapter 3.4 --- The prospects of China Overseas listing --- p.21 / Chapter Chapter 4. --- Price-discovery contributions to China-backed stocks cross-listed on SEHK and NYSE --- p.23 / Chapter 4.1 --- Data --- p.23 / Chapter 4.2 --- Methodology --- p.25 / Chapter 4.3 --- Empirical Results and Interpretation --- p.31 / Chapter 4.4 --- Cross-Sectional analysis of NYSE contributions to the price-discovery process --- p.40 / Chapter Chapter 5. --- Price-discovery contributions to the cross-listed H share and A share --- p.45 / Chapter 5.1 --- Data and Sample details --- p.46 / Chapter 5.2 --- Methodology --- p.49 / Chapter 5.3 --- Empirical results and interpretation --- p.54 / Chapter 5.4 --- A brief analysis of cointegration determinants --- p.57 / Chapter 5.5 --- The cointegration between H share and A share- Daily analysis --- p.61 / Chapter Chapter 6. --- Conclusion --- p.64 / Reference --- p.66 / Tables --- p.71

by Mak Ho Sing. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1996. / Includes bibliographical references (leaves 54-58). / Abstract / Chapter Chapter 1: --- Introduction / Chapter Chapter 2: --- Simple Value Vs Glamour Strategy / Chapter Chapter 3: --- Are Contrarian Investment Strategies Fundamentally Riskier ？ / Chapter Chapter 4: --- The Performance of the Mutual Fund Industry in Hong Kong / Chapter Chapter 5: --- Summary and Interpretation of the Findings References / References / Appendix: Tables and Diagrams

Yuen, San Wing. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. / Includes bibliographical references (leaves 58-61). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Literature review and hypothesis development --- p.5 / Chapter 2.1 --- Going private --- p.5 / Chapter 2.2 --- Tunneling and the expropriation of minority shareholders --- p.9 / Chapter 2.3 --- Our hypotheses --- p.12 / Chapter 3 --- Samples --- p.15 / Chapter 3.1 --- Sample construction --- p.15 / Chapter 3.2 --- Sample description --- p.16 / Chapter 3.3 --- Corporate governance and financial variables --- p.18 / Chapter 3.4 --- Related party transactions --- p.21 / Chapter 4 --- Empirical analysis --- p.23 / Chapter 4.1 --- Event study results --- p.23 / Chapter 4.2 --- Negative premium --- p.34 / Chapter 4.3 --- Insider trading --- p.37 / Chapter 4.4 --- The decision to go private --- p.39 / Chapter 4.4.1 --- Sample matching --- p.39 / Chapter 4.4.2 --- Comparison between going private companies and public companies --- p.41 / Chapter 4.5 --- Logit regression analysis on going private decision --- p.43 / Chapter 4.6 --- The value effect of the bidding firms --- p.46 / Chapter 5 --- Conclusion --- p.49 / Chapter A --- Privatized companies included in the sample with announcement dates --- p.51 / Chapter B --- Methodology of event study --- p.53 / Chapter C --- Bidder companies --- p.55 / Chapter D --- A list of definition of variables --- p.56 / Reference --- p.58

Kam Ying Chuen. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 81-83). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Overview of Hong Kong Stock Market --- p.3 / Chapter 2.1 --- Stock Exchange of Hong Kong --- p.3 / Chapter 2.2 --- Hang Seng Index --- p.4 / Chapter 2.3 --- Influences of the United States --- p.5 / Chapter 2.4 --- Hong Kong Government's Intervention --- p.6 / Chapter 3 --- Literature Review --- p.8 / Chapter 3.1 --- Stable and Student t Distributions --- p.8 / Chapter 3.2 --- Generalized Distribution --- p.10 / Chapter 3.3 --- Socio-economic Model --- p.11 / Chapter 3.4 --- Extreme Value Analysis --- p.11 / Chapter 4 --- Methodology --- p.14 / Chapter 4.1 --- Homogeneous Model --- p.15 / Chapter 4.2 --- Inhomogeneous Model --- p.15 / Chapter 4.3 --- Model Validity --- p.16 / Chapter 4.3.1 --- Exceedance Rate --- p.17 / Chapter 4.3.2 --- Distribution of Excesses --- p.17 / Chapter 4.3.3 --- Independence --- p.18 / Chapter 5 --- Data --- p.19 / Chapter 5.1 --- Minute-by-minute Returns --- p.20 / Chapter 5.2 --- Daily returns --- p.21 / Chapter 5.3 --- Explanatory Variables for the Inhomogeneous Model --- p.21 / Chapter 6 --- Empirical Results: Minute-by-minute Returns --- p.24 / Chapter 6.1 --- Shape Parameter k --- p.24 / Chapter 6.2 --- Location Parameter μ --- p.25 / Chapter 6.3 --- Scale Parameter σ --- p.26 / Chapter 6.4 --- Conditional Scale Parameter ψ --- p.27 / Chapter 6.5 --- Specification Test --- p.29 / Chapter 7 --- Empirical Results: Daily Returns --- p.29 / Chapter 7.1 --- Homogeneous Model --- p.30 / Chapter 7.2 --- Inhomogeneous Model --- p.31 / Chapter 7.2.1 --- Constant Term --- p.32 / Chapter 7.2.2 --- Dow Jones Industrial Average Returns --- p.33 / Chapter 7.2.3 --- Volatility Indicators --- p.34 / Chapter 7.2.4 --- Monday Dummy --- p.35 / Chapter 7.2.5 --- Time Trend --- p.36 / Chapter 7.2.6 --- Duration Dummy --- p.37 / Chapter 7.2.7 --- Indicator for the Behavior of the Previous Trading Day --- p.38 / Chapter 8 --- Conclusion --- p.39

by Hu Wai Kwok, Li Siyi. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1997. / Includes bibliographical references (leaves 85-87). / 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 / Overview Of Fundamental Analysis --- p.1 / Valuation Approaches --- p.2 / Information Sources --- p.2 / Methodology --- p.2 / Chapter II. --- ANALYTICAL FRAMEWORK FOR COMMON STOCKS --- p.4 / Chapter III. --- ECONOMIC ANALYSIS --- p.5 / International And Domestic Economic Environment --- p.5 / Economic Forecasting --- p.6 / Chapter IV. --- INDUSTRY ANALYSIS --- p.9 / Industry Classification And Industry Life Cycle --- p.9 / The Economy And Industry Analysis --- p.10 / Porter's Five Competitive Forces --- p.11 / Industry Analysis Techniques --- p.12 / Information Sources For Industry Analysis --- p.13 / Chapter V. --- COMPANY ANALYSIS: MEASURING AND FORECASTING EARNINGS --- p.14 / Understanding The Financial Statements --- p.14 / Ratio Analysis --- p.15 / Influence of Accounting Practices --- p.17 / Capital Structure And Dividend Policy --- p.18 / Forecasting Earnings --- p.19 / Evaluation of The Management Strategy --- p.21 / Chapter VI. --- APPLIED VALUATION --- p.23 / Intrinsic Value Versus Market Price --- p.23 / Determination Of Intrinsic Value --- p.23 / Dividend Discount Models (DDM) --- p.23 / Free Cashflows To Equity Discount Models (FCFE) --- p.28 / Chapter VII. --- CASE STUDY --- p.31 / Company Background --- p.31 / Birth of Cheung Kong Infrastructure --- p.31 / The Restructuring --- p.31 / Business of CKl --- p.33 / Economic Analysis --- p.33 / China's Macroeconomic Environment --- p.34 / Regional Economic Conditions --- p.35 / Economic Forecasting --- p.37 / Industry Analysis --- p.37 / Industry Classification --- p.37 / The Economy And Industry Analysis --- p.38 / Industry Overview And Historical Performance --- p.38 / Porter's Five Forces --- p.43 / Industry Life Cycle --- p.45 / Hong Kong Construction Materials Industry --- p.46 / Company Analysis --- p.47 / CKI's Businesses --- p.47 / Company Strategy Analysis --- p.48 / Risk Factors --- p.50 / Financial And Operation Analysis --- p.51 / Forecasting And Valuation --- p.52 / Intrinsic Value vs. Market Price --- p.57 / Chapter VIII. --- SUMMARY --- p.59 / APPENDIX --- p.61 / BIBLIOGRAPHY --- p.85

by Wong Hiu Ming. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 74-79). / Abstracts in English and Chinese. / ACKNOWLEDGMENTS --- p.iii / LIST OF TABLES --- p.iv / LIST OF ILLUSTRATIONS --- p.v / CHAPTER / Chapter ONE --- INTRODUCTION --- p.1 / Chapter TWO --- THE LITERATURE REVIEW --- p.5 / ARCH/GARCH Models / Nonparametric Method / Chapter THREE --- METHODOLOGY --- p.14 / ARCH Modeling / Semiparametric GARCH Modeling / Causality Test / Local Polynomial Model / Chapter FOUR --- DATA AND EMPIRICAL RESULTS --- p.37 / Data / GARCH Modeling / Semiparametric GARCH Modeling / Causality Test / Local Polynomial Model / Chapter FIVE --- CONCLUSION --- p.52 / TABLES --- p.56 / ILLUSTRATIONS --- p.62 / APPENDIX --- p.71 / BIBLIOGRAPHY --- p.74

by Kan Yat Cho Joe. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaf 82). / abstracts --- p.ii / table of contents --- p.iii / LIST OF ILLUSTRATIONS --- p.v / LIST OF TABLES --- p.vi / ACKNOWLEDGEMENTS --- p.viii / Chapter / Chapter 1 --- introduction --- p.1 / Objective of Financial Statements --- p.1 / Users of Financial Statements --- p.2 / Chapter 2 --- METHODOLOGY OF STUDY --- p.5 / Selection Criteria --- p.5 / Analysis Approach --- p.7 / Results of Search for Target Company --- p.8 / Chapter 3 --- COMPANY BACKGROUND --- p.10 / Company History --- p.10 / Production Process --- p.12 / Company Structure --- p.14 / Operational Structure --- p.15 / Principal Products --- p.16 / Market Geography --- p.18 / Chapter 4 --- MARCO-ANALYSIS / The PRC Economy --- p.20 / The Steel Industry --- p.23 / Chapter 5 --- MICHAEL PORTER'S FIVE FORCES --- p.26 / Present Competition --- p.26 / Threat of New Entrants --- p.27 / Substitute Products --- p.28 / Bargaining Power of Suppliers --- p.28 / Bargaining Power of Customers --- p.29 / Chapter 6 --- RISK FACTORS / Risk Associated with the PRC --- p.30 / Risk Associated with the Steel Industry --- p.31 / Risk Associated with Magang --- p.32 / Chapter 7 --- FINANCIAL ANALYSIS / Evaluation of Accounting Policies --- p.34 / Adjustments to Financial Statements --- p.35 / Financial Ratio Analysis --- p.44 / Chapter 8 --- VALUATION / Calculation of Discount Rate --- p.58 / Asset and Liability Based Value --- p.61 / Price Earning Multiple --- p.64 / Dividend Growth Model --- p.66 / Discount Cashflow Model --- p.68 / Summary --- p.68 / Chapter 9 --- LIMITATION TO STUDY --- p.70 / Lack of Comprehensive and Accurate Data --- p.70 / Lack of Peer Data --- p.71 / Limited Listing Period --- p.71 / APPENDIX --- p.73 / BIBLIOGRAPHY --- p.82

Chung Kwong-leung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 80-84). / Abstracts in English and Chinese. / ACKNOWOLEDGMENTS --- p.iii / LIST OF TABLES --- p.iv / LIST OF ILLUSTRATIONS --- p.vi / CHAPTER / Chapter ONE --- INTORDUCTION --- p.1 / Chapter TWO --- LITERATURE REVIEW --- p.5 / Volatility / ARCH Models / The Accuracy of ARCH Volatility Estimates / Chapter THREE --- METHODOLOGY --- p.11 / Testing and Estimation / Simulation / Chapter FOUR --- DATA DESCRIPTION AND EMPIRICAL RESULTS --- p.29 / Data Description / Testing and Estimation Results / Simulation Results / Chapter FIVE --- CONCLUSION --- p.45 / TABLES --- p.49 / ILLUSTRATIONS --- p.58 / APPENDICES --- p.77 / BIBOGRAPHY --- p.80