by Mi Jia, Wang Xueyu. / Thesis (M.B.A.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 77-78). / ABSTRACT --- p.III / TABLE OF CONTENTS --- p.iv / LIST OF TABLES AND FIGURES --- p.vi / Chapters / INTRODUCTION --- p.1 / DATA AND RESEARCH METHODOLOGY --- p.6 / EFFICIENCY TESTS --- p.12 / Time Serial Correlation Analysis --- p.12 / Seasonal Fluctuation --- p.16 / General Index's analysis and comparison --- p.17 / Holiday Effect --- p.20 / Test of Predictability in Stock Market Returns --- p.35 / Larger Stock in June effect --- p.37 / Passive Vs Active portfolio (with technical analysis) --- p.39 / Technical analysis --- p.40 / Filter Rules Approach Testing --- p.43 / Returns over Short and Long Horizons --- p.49 / Holding Period Return over Short and Long Horizons --- p.50 / Accumulative Abnormal Return over Short and Long Horizons --- p.51 / Mutual Fund Performance --- p.52 / Mutual Fund vs. Index --- p.53 / Relative Performance among Mutual Funds --- p.54 / "B/M, Size, and P/E Effect" --- p.55 / "Correlation among B/M, Assets, Market Value of A Share, P/E and Beta" --- p.56 / B/M and Annual Return --- p.57 / P/E and Annual Return --- p.59 / Assets and annual return --- p.60 / Market Value of A Share and Annual Return --- p.61 / Beta and Annual Return --- p.53 / Multiple Regressions --- p.64 / CONCLUSION --- p.66 / Limitation of Research --- p.66 / Summary --- p.67 / APPENDIX 1 --- p.69 / APPENDIX 2 --- p.70 / APPENDIX 3 --- p.71 / APPENDIX 4 --- p.72 / APPENDIX 5 --- p.73 / BIBLIOGRAPHY --- p.77

by Kei Man Keung, Tong Suk Yi. / Thesis (M.B.A.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 35-39). / ABSTRACT --- p.iii / TABLE OF CONTENTS --- p.iv / LIST OF TABLES --- p.v / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- THE CHINESE CAPITAL MARKET --- p.6 / Chapter III. --- DATA AND METHODOLOGY --- p.10 / Cases Description --- p.10 / Event 1: Hong Kong Handover (1 July 1997) --- p.11 / Event 2: Zhu Rongji Elected the Prime Minister (March 1998) --- p.11 / Event 3: U.S.- China Summit (25 June 1998) --- p.12 / Event 4: The Chinese Embassy Bombingin Yugoslavia (8 May 1999) --- p.13 / Event 5: China's WTO Entry (15 November 1999) --- p.13 / Event 6: Macau Handover (20 December 1999) --- p.14 / Three Models --- p.15 / Chapter IV. --- EMPIRICAL RESULTS --- p.20 / Chapter V. --- CONCLUSION --- p.26 / APPENDIX --- p.28 / BILIOGRAPHY --- p.35