by Fong Yuet-Ming, Lau Mei-Po. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 43-46). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF TABLES --- p.v / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- LITERATURE REVIEW --- p.3 / Roots of Asian Financial Crisis --- p.4 / Contagion Phenomenon --- p.10 / Fixed Exchange Rate Regime --- p.10 / Sterilized and Non-sterilized Foreign Exchange Rate --- p.12 / "Case Study of Fixed Exchange Rate Collapse: Mexico Peso Crisis,1982" --- p.13 / Crisis Theories --- p.14 / Chapter III. --- METHODOLOGY --- p.16 / CAPM Analysis --- p.17 / T-tests --- p.18 / Regression Analysis --- p.19 / Chapter IV. --- EMPIRICAL ANALYSIS --- p.20 / Category Level --- p.20 / Individual Stock Level --- p.24 / P/E Ratio Analysis --- p.24 / Share Price Analysis --- p.26 / Market-to-book Ratio Analysis --- p.29 / Cumulative Residual Analysis & Regression Residual Against Time --- p.31 / Chapter V. --- CONCLUSIONS & IMPLICATIONS FROM STUDY --- p.39 / Conclusions --- p.39 / Implications from Study --- p.41 / BIBLIOGRAPHY --- p.43 / APPENDIX / Graphs of Cumulative Residuals against Time of the Hang Seng Index Constituents Stocks
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322448 |
| Date | January 1999 |
| Contributors | Fong, Yuet-Ming., Lau, Mei-Po., 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, v, 47, [32] leaves : ill. ; 30 cm. |
| Coverage | China, Hong Kong, China, Hong Kong, Asia, Stock exchanges, China, Hong Kong, Hong Kong (China), 1997- |
| 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/) |
Page generated in 0.0019 seconds