Wang, Yu. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 33-35). / Abstracts in English and Chinese. / Abstract --- p.ii / 摘要 --- p.iii / Chapter I. --- Introduction and Overview --- p.1 / Chapter II. --- Literature Review --- p.6 / Chapter 1. --- Price Impact Literatures --- p.6 / Chapter 2. --- Cost Measurement Literatures --- p.9 / Chapter 3. --- Trading Friction Literatures --- p.11 / Chapter III. --- Sample Description --- p.13 / Chapter 1. --- Data Source --- p.13 / Chapter 2. --- Selection Criteria for Sample Stocks --- p.14 / Chapter 3. --- Summary of Statistics --- p.15 / Chapter i. --- General Description --- p.15 / Chapter ii. --- Shanghai Stock Exchange versus Shenzhen Stock Exchange --- p.16 / Chapter iii. --- Normality Test --- p.17 / Chapter IV. --- Regression Analysis --- p.19 / Chapter 1. --- Sales Premium Estimation --- p.19 / Chapter 2. --- Statistics of the Estimated Sales Premium --- p.20 / Chapter 3. --- Factors that Impact the Sales Premium --- p.22 / Chapter i. --- Panel Data Regression --- p.22 / Chapter ii. --- Results and Interpretations --- p.23 / Chapter iii. --- Sales Premium versus Economic Events --- p.25 / Chapter IV. --- Robustness Tests. --- p.27 / Chapter 1. --- Common Robustness Tests --- p.27 / Chapter i. --- Validity of Fixed-Effect Model --- p.27 / Chapter ii. --- Autocorrelation Problem: Durbin-Watson tests --- p.27 / Chapter iii. --- Heteroskedasticity --- p.28 / Chapter iv. --- Consistency of Estimators --- p.28 / Chapter 2. --- Additional Variable for Sales Premium Estimation in Shenzhen Stock Exchange --- p.29 / Chapter V. --- Conclusion --- p.30 / Bibliography --- p.33 / Chapter Appendix A. --- Graphs --- p.36 / Chapter Appendix B. --- Tables --- p.41
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327547 |
| Date | January 2011 |
| Contributors | Wang, Yu., Chinese University of Hong Kong Graduate School. Division of Business Administration. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, v, 46 leaves : ill. ; 30 cm. |
| Coverage | China, China, China |
| 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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