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The reaction of Hong Kong stock prices to major events in the Chinese mainland.

Yuen Wai Sze. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 119-124). / Abstracts in English and Chinese. / ABSTRACT --- p.i / 摘要 --- p.iii / ACKNOWLEDGEMENTS --- p.iv / TABLE OF CONTENTS --- p.v / TABLES --- p.vi / FIGURES --- p.vii / APPENDICES --- p.vii / Chapter CHAPTER 1 --- INTRODUCTION --- p.1 / Chapter CHAPTER 2 --- LITERATURE REVIEW --- p.6 / Chapter CHAPTER 3 --- RESEARCH METHODOLOGY --- p.13 / Chapter 3.1 --- Event Study Methodology --- p.13 / Chapter 3.2 --- Cross-Sectional Regression Models --- p.20 / Chapter CHAPTER 4 --- DATA DESCRIPTION OF THE JUNE 4th INCIDENT --- p.26 / Chapter CHAPTER 5 --- DATA DESCRIPTION OF THE SIGNING OF CEPA --- p.31 / Chapter CHAPTER 6 --- EMPIRICAL ANALYSIS OF THE JUNE 4th INCIDENT --- p.35 / Chapter 6.1 --- Background --- p.35 / Chapter 6.2 --- Event Study Results --- p.36 / Chapter 6.3 --- Regression Results --- p.38 / Chapter CHAPTER 7 --- EMPIRICAL ANALYSIS OF THE SIGNING OF CEPA --- p.45 / Chapter 7.1 --- Background --- p.45 / Chapter 7.2 --- Event Study Results --- p.46 / Chapter 7.3 --- Regression Results --- p.49 / Chapter 7.4 --- Robustness Test --- p.57 / Chapter CHAPTER 8 --- CONCLUSION --- p.59 / BIBLIOGRAPHY --- p.119

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325657
Date January 2006
ContributorsYuen, Wai Sze., Chinese University of Hong Kong Graduate School. Division of Economics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, vii, 124 leaves : ill. ; 30 cm.
CoverageChina, Hong Kong, China, Tiananmen Square Incident, 1989
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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