Duan, Xin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (leaves 36-43). / Abstracts in English and Chinese. / Abstract --- p.i-ii / Acknowledgement --- p.iii / Table of Contents --- p.iv / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Related Literature --- p.6 / Chapter 2.1 --- Exchange Market Pressure Index --- p.6 / Chapter 2.2 --- The Sentiment Index --- p.11 / Chapter Chapter 3 --- Stock market sentiment --- p.16 / Chapter 3.1 --- Data --- p.16 / Chapter 3.2 --- Methodology --- p.23 / Chapter 3.3 --- Estimated Results --- p.25 / Chapter Chapter 4 --- Application to the Hong Kong stock market --- p.28 / Chapter 4.1 --- Threshold Model Estimation --- p.28 / Chapter 4.2 --- Trading Strategy --- p.30 / Chapter Chapter 5 --- Conclusion --- p.32 / Appendix: Principle Component --- p.34 / References --- p.36
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325984 |
| Date | January 2007 |
| Contributors | Duan, Xin., Chinese University of Hong Kong Graduate School. Division of Economics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, iv, 52 leaves : ill. ; 30 cm. |
| 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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