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The cross-sectional relationship between the fundamental variables and returns of Hang Seng Index constituent stocks of Hong Kong stock market.

by Ho Man Shing, William. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1996. / Includes bibliographical references (leaves 41-42). / ABSTRACT --- p.i / TABLE OF CONTENTS --- p.iii / LIST OF FIGURE --- p.v / LIST OF TABLES --- p.v / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Objectives of Research Project --- p.2 / Chapter II. --- LITERATURE REVIEW --- p.4 / Research work in the U. S --- p.4 / Research work in Japan and H. K --- p.5 / Chapter III. --- METHODOLOGY --- p.7 / Research design --- p.9 / Formation of portfolios --- p.10 / Univariate Analysis --- p.11 / Regression Analysis --- p.11 / Data collection --- p.12 / Chapter IV. --- RESULTS --- p.13 / Univariate analysis of returns and fundamental variables --- p.13 / Regression analysis of returns and fimdamental variables --- p.17 / Security level regression analysis of returns and fimdamental variables --- p.17 / Portfolio level regression analysis of returns and fundamental variables (ranked by different fundamental variables) --- p.21 / Portfolio level regression analysis of returns and fundamental variables (ranked by two different fundamental variables) --- p.27 / Effects of order of agglomeration and different combinations --- p.30 / Chapter V. --- SUMMARY AND CONCLUDING REMARKS --- p.37 / BIBLIOGRAPHY --- p.41 / APPENDICES / Chapter A --- List of Hang Seng Index Constituent Stocks during 1989 to1994 / Chapter B --- Print-out of the Regression Results at Security Level / Chapter C --- Print-out of the Regression Results at Portfolio Level (E/P then LS) / Chapter D --- Print-out of the Regression Results at Portfolio Level (LS then E/P)

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_320762
Date January 1996
ContributorsHo, Man Shing William., Chinese University of Hong Kong Graduate School. Division of Business Administration.
PublisherChinese University of Hong Kong
Source SetsThe Chinese University of Hong Kong
LanguageEnglish
Detected LanguageEnglish
TypeText, bibliography
Formatprint, v, 42, [58] leaves ; 30 cm.
CoverageChina, Hong Kong
RightsUse 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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