by Sun Wai-Lee. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves [74-76]). / APPROVAL --- p.II / ACKNOWLEDGMENTS --- p.III / ABSTRACT --- p.IV / TABLE OF CONTENT --- p.VI / LIST OF FIGURES --- p.IX / LIST OF TABLES --- p.X / Chapter CHAPTER I --- Introduction --- p.1 / Background --- p.1 / Organization of the paper --- p.2 / Relevance of the study to Hong Kong --- p.3 / Scope --- p.4 / Chapter CHAPTER II --- Red Chips and H Shares --- p.5 / Chapter Section 2.1: --- The characteristics of Red Chips and H Shares --- p.5 / Background --- p.5 / Sector Distribution --- p.9 / Price Earning (P/E) Ratio --- p.11 / Different Aspects of Red Chips and H Shares --- p.13 / Chapter Section 2.2: --- Red Chips --- p.15 / Background --- p.15 / The Hang Seng China-Affiliated Corporations Index (HSCCI) --- p.15 / Market Capitalization --- p.17 / Listing Methods --- p.19 / Main Features of Red Chips --- p.22 / Chapter Section 2.3: --- H Shares --- p.25 / Background --- p.25 / The Hang Seng China Enterprises Index (HSCEI) --- p.25 / Market Capitalization --- p.26 / Listing Aspects --- p.28 / Main Features of H Shares --- p.30 / Chapter CHAPTER III --- Risk and Return Characteristics --- p.31 / Chapter Section 3.1: --- Literature Review --- p.31 / Measurement of Risk --- p.31 / Chapter Section 3.2 --- Methodology --- p.37 / All Ordinaries Index --- p.38 / Data Collection and Empirical Work --- p.40 / Constraints --- p.40 / Chapter CHAPTER IV --- The Results --- p.41 / Chapter Section 4.1 --- Index Performance --- p.41 / Chapter Section 4.2 --- Findings on systematic risks --- p.43 / Comparison between Red Chips and H Shares --- p.43 / Individual Red Chips --- p.47 / Individual H Shares --- p.48 / Sectoral portfolios of Red Chips --- p.50 / Sectoral portfolios of H Shares --- p.53 / Chapter "Section 4,3 " --- Risk and Return Relationship --- p.54 / Chapter CHAPTER V --- Conclusions --- p.59 / RECOMMENDATIONS FOR FURTHER RESEARCH --- p.61 / APPENDICES / BIBLIOGRAPHY
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322081 |
| Date | January 1998 |
| Contributors | Sun, Wai-Lee., Chinese University of Hong Kong Graduate School. Division of Business Administration. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, x, 61, [15] leaves : ill. (some col.) ; 30 cm. |
| Coverage | China, Hong Kong, China, Hong Kong, China, Hong Kong |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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