Lu Yiyang. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 79-82). / Abstracts in English and Chinese. / Chapter Chapter 1: --- Introduction --- p.1 / Chapter Chapter 2: --- Literature Review --- p.6 / Chapter 2.1 --- Econometric analysis of stock price with macro variables --- p.6 / Chapter 2.2 --- Momentum and Price Reversal --- p.10 / Chapter 2.3 --- Relationship between earnings and stock return --- p.15 / Chapter 2.4 --- Other Financial Investigations in Hospitality Industry --- p.18 / Chapter 2.5 --- Research Motivations --- p.21 / Chapter 2.7 --- Thesis Outline --- p.24 / Chapter Chapter 3: --- Macroeconomic Analysis --- p.26 / Chapter 3.1 --- Selection of macroeconomic variables --- p.26 / Chapter 3.2 --- Research Methodology --- p.30 / Chapter 3.2.1 --- VAR Model --- p.30 / Chapter 3.2.2 --- Methodological Consideration --- p.31 / Chapter 3.2.2.1 --- Granger Causality Test --- p.31 / Chapter 3.2.2.2 --- Variance Decomposition --- p.32 / Chapter 3.2.2.3 --- Ordering of variance decomposition --- p.34 / Chapter 3.2.3 --- Model Specification --- p.35 / Chapter 3.3 --- Empirical Results --- p.36 / Chapter 3.3.1 --- The Contemporaneous Correlation Between Hospitality Stock Returns and Selected Macroeconomic Variables --- p.36 / Chapter 3.3.2 --- The Correlation Between Hospitality Stock Returns and Lagged Macroeconomic Variables --- p.38 / Chapter Chapter 4: --- Momentum and Price Reversal --- p.46 / Chapter 4.1 --- Samples and Data Selection --- p.46 / Chapter 4.2 --- Methodology --- p.52 / Chapter 4.3 --- Empirical Results by Stock Return Ranking --- p.53 / Chapter 4.4 --- Stock Returns by ROA Ranking --- p.63 / Chapter 4.5 --- Regression Results --- p.73 / Chapter Chapter 5: --- Conclusions --- p.76

Liu Zheng. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 69-72). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Contributions --- p.2 / Chapter 1.2 --- Dissertation Organization --- p.3 / Chapter 2 --- Problem Statement and Background Study --- p.4 / Chapter 2.1 --- Problem Statement --- p.4 / Chapter 2.2 --- Background Study --- p.6 / Chapter 2.2.1 --- Overview of Pattern Discovery Methods --- p.7 / Chapter 2.2.2 --- Applications --- p.9 / Chapter 3 --- Ball Discovery Algorithms --- p.13 / Chapter 3.1 --- Brute-force Method for Ball Discovery --- p.13 / Chapter 3.2 --- Ball Discovery with Small Point Sets --- p.15 / Chapter 3.2.1 --- Pruning the Search Space Using RP-tree --- p.15 / Chapter 3.2.2 --- CB-tree - Collection of Balls in a Compact and Complete Form --- p.22 / Chapter 3.2.3 --- Algorithm of Finding Balls Using RP-tree and CB-tree --- p.31 / Chapter 3.3 --- Ball Discovery in Large Point Sets --- p.31 / Chapter 3.3.1 --- Candidate Sets of Balls --- p.31 / Chapter 3.3.2 --- A Divide-and-Conquer Algorithm --- p.35 / Chapter 3.4 --- Heuristic Greedy Algorithms for Ball Discovery --- p.37 / Chapter 3.4.1 --- A Heuristic Greedy Algorithm --- p.37 / Chapter 3.4.2 --- Another Heuristic Greedy Algorithm --- p.38 / Chapter 4 --- Evaluations --- p.40 / Chapter 5 --- Discussion --- p.59 / Chapter 5.1 --- Order and Index the Points --- p.59 / Chapter 5.2 --- Incremental Points Update --- p.59 / Chapter 5.3 --- Smallest Enclosed Ball Algorithm --- p.60 / Chapter 6 --- Conclusion and Future Research --- p.61 / Chapter A --- Appendix --- p.63 / Chapter A.1 --- Fundamental Algorithms --- p.63 / Chapter A.1.1 --- Computing Smallest Enclosed Ball of a Point Set in Euclidean Space --- p.63 / Chapter A.1.2 --- Finding All Cliques of an Undirected Graph --- p.65 / Chapter A.2 --- An Example of a Small Data Set --- p.66 / Bibliography --- p.69

Wong Ying Chiu. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 62-69). / Abstracts in English and Chinese. / Chapter 1. --- Introduction and Literature Review --- p.1 / Chapter 2. --- Methodology --- p.9 / Chapter A. --- OLS Regression and Correlation / Chapter B. --- Simulation Trade / Chapter 3. --- Data --- p.15 / Chapter 4. --- Empirical Findings --- p.21 / Chapter A. --- OLS Regression and Correlation / Chapter B. --- Simulation Trade / Chapter 5. --- Conclusion --- p.32 / Chapter 6. --- Figures and Tables --- p.34 / Chapter 7. --- Bibliography --- p.62 / Chapter 8. --- Appendix --- p.70

Leong U Man. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 32-34). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Structural Bond Pricing Models --- p.5 / Chapter 2.1 --- The Merton Model --- p.5 / Chapter 2.2 --- Extended Merton Model --- p.6 / Chapter 2.3 --- Longstaff and Schwartz Model --- p.8 / Chapter 3 --- Methodology --- p.11 / Chapter 3.1 --- Maximum Likelihood Estimation --- p.13 / Chapter 3.2 --- Non-linear Filtering Process --- p.13 / Chapter 3.3 --- Modification for LS Model --- p.15 / Chapter 4 --- Simulation and Empirical Analysis --- p.16 / Chapter 4.1 --- Simulation Study --- p.16 / Chapter 4.2 --- Empirical Analysis --- p.19 / Chapter 4.2.1 --- Bond Selection --- p.19 / Chapter 4.2.2 --- Result for EM Model --- p.21 / Chapter 4.2.3 --- Result for LS Model --- p.24 / Chapter 4.3 --- Implications from Empirical Analysis --- p.28 / Chapter 5 --- Conclusion --- p.30 / Bibliography --- p.32

by Matthew Bailey Greenberg, Ng Hin Wah. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 61-62). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iv / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- CONVERTIBLE BONDS AND WARRANTS --- p.3 / ConvertIBle Bonds --- p.3 / Value At Maturity --- p.5 / Value Before Maturity --- p.6 / Warrants --- p.8 / The Difference Between Convertible Bonds and Warrants --- p.11 / Considerations of Issuing Convertibles and Bond with Warrants --- p.13 / Valuation of Convertible Bond --- p.15 / Valuation of Warrants --- p.18 / Chapter III. --- CALLABLE BONDS --- p.20 / Performance Characteristics of Callable Bonds --- p.21 / Valuation of a Two-year Callable Bond with the Salomon Brothers Model --- p.22 / Valuation of a Three-year Callable Bond with the Salomon Brothers Model --- p.25 / Step1: Determination of ru and rd --- p.27 / "Step 2: Determination of ruu, rud and rdd " --- p.28 / "Black, Derman & Toy Model (BDT) " --- p.30 / Step 1: Determination of ru and rd --- p.31 / "Step 2: Determination of ruu, rud and rdd " --- p.32 / Chapter IV. --- SINKING-FUND BONDS --- p.37 / Advantages for the Investor --- p.38 / Disadvantages for the Investor --- p.38 / Methods Used by Issuers for Early Bond Redemption --- p.39 / Valuation of Non-callable Sinking Fund Bonds --- p.40 / Valuation of Callable Sinking Fund Bond --- p.45 / Chapter V. --- VALUATION OF A CALLABLE BOND BY A COMPUTERIZED PROGRAM… --- p.47 / System requirements --- p.48 / Opening the program file --- p.48 / Manual for using the program --- p.48 / Construction of Interest Rate Tree --- p.48 / Valuation of a Callable Bond --- p.50 / APPENDIX --- p.55 / BIBLIOGRAPHY --- p.61

Ng Wing-kam. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 54-55). / Abstracts in English and Chinese. / Chapter ONE --- INTRODUCTION --- p.1 / Chapter TWO --- DATA AND TECHNICAL TRADING RULES --- p.4 / Data / Technical Trading Rules / RSI / MACD / Chapter THREE --- EMPIRICAL RESULTS --- p.10 / Sample Statistics / Technical Trading Rules (Without Transaction Cost) / MACD / RSI / Technical Trading Rules (With Transaction Cost) / MACD / RSI / Chapter FOUR --- CONCLUSION --- p.37 / TABLES --- p.40 / BIBLOGRAPHY --- p.54

Zhu, Tingting. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. / Includes bibliographical references (leaves 21-23). / Abstract also in Chinese. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Literature Review and Background --- p.2 / Chapter 2.1 --- The literature on price stickiness --- p.2 / Chapter 2.2 --- The literature on monetary policy --- p.3 / Chapter Chapter 3 --- Model and Data --- p.4 / Chapter 3.1 --- The model --- p.4 / Chapter 3.2 --- Model estimation --- p.6 / Chapter 3.3 --- Data --- p.7 / Chapter Chapter 4 --- Price Fluctuations in Disaggregated Data --- p.7 / Chapter 4.1 --- Sources of fluctuations and persistence in price series --- p.8 / Chapter 4.1.1 --- China inflation volatility --- p.8 / Chapter 4.1.2 --- China inflation persistence --- p.10 / Chapter 4.1.3 --- India inflation volatility --- p.10 / Chapter 4.1.4 --- India inflation persistence --- p.11 / Chapter 4.2 --- Effects of macroeconomic and sector-specific shocks on price --- p.12 / Chapter 4.2.1 --- China sectoral price response to various shocks --- p.12 / Chapter 4.2.2 --- India sectoral price response to various shocks --- p.13 / Chapter 4.3 --- Urban and rural price responses to various shocks --- p.13 / Chapter Chapter 5 --- Effects of Monetary Policy Shocks --- p.15 / Chapter 5.1 --- Effects of monetary shocks in China --- p.15 / Chapter 5.2 --- Effects of monetary shocks in India --- p.17 / Chapter Chapter 6 --- Conclusion --- p.18 / Bibliography --- p.21 / Table 1: China volatility and persistence of monthly inflation series --- p.24 / Table 2: China cross-sectional correlations of various statistics --- p.25 / Table 3: India volatility and persistence of monthly inflation series --- p.26 / Table 4: India cross-sectional correlations of various statistics --- p.27 / Table 5: Response of price series to a monetary policy shock in China --- p.28 / Table 6: Response of price series to a monetary policy shock in India --- p.29 / Figure 1: China sectoral price responses to shocks (Base Rate as the monetary instrument)…… --- p.30 / Figure 2: China sectoral price responses to shocks (M2 as the monetary instrument) --- p.31 / Figure 3: India sectoral price responses to shocks (Bank Rate as the monetary instrument) --- p.32 / Figure 4: India sectoral price responses to shocks (M3 as the monetary instrument) --- p.33 / Figure 5: China urban and rural CPI responses to various shocks --- p.34 / Figure 6: India urban and rural CPI responses to various shocks --- p.35 / Figure 7: China impulse responses to an identified monetary shock (Base Rate) --- p.36 / Figure 8: China impulse responses to an identified monetary shock (M2) --- p.37 / Figure 9: China sectoral price responses to monetary shocks with long-run restriction (Base Rate) --- p.38 / Figure 10: China sectoral price responses to monetary shocks with long-run restriction (M2) --- p.39 / Figure 11: India impulse responses to an identified monetary shock (Bank Rate) --- p.40 / Figure 12: India impulse responses to an identified monetary shock (M3) --- p.41 / Figure 13: India sectoral price responses to monetary shocks with long-run restriction (Bank Rate) --- p.42 / Figure 14: India sectoral price responses to monetary shocks with long-run restriction (M3) --- p.43 / Appendix --- p.44

Siu, Man Tat. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (leaves 51-54). / Abstracts in English and Chinese. / Acknowledgement --- p.i / Abstract --- p.ii-iii / Table of Contents --- p.iv / Chapter Chapter 1 --- Introduction --- p.1-10 / Chapter Chapter 2 --- Literature Review --- p.11-13 / Chapter Chapter 3 --- Data --- p.14-20 / Chapter Chapter 4 --- Model --- p.21-30 / Chapter Chapter 5 --- Empirical Result --- p.31-43 / Chapter Chapter 6 --- Discussion and Conclusion --- p.44-50 / References --- p.51-54 / Figures and Appendix --- p.55-66

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Thesis (B.Sc)--University of Hong Kong, 2005. / Includes bibliographical references (p. 87-100)