Lau Ho-Fung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 56-57). / Abstracts in English and Chinese. / Abstract --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Comparison between APT and CAPM --- p.4 / Chapter 2.1 --- "CAPM, APT and UAPT" --- p.4 / Chapter 2.2 --- Introduction of CAPM --- p.5 / Chapter 2.3 --- Introduction of APT --- p.6 / Chapter 2.3.1 --- Assumptions and Requirements --- p.6 / Chapter 2.3.2 --- Introduction to the estimation of UAPT --- p.6 / Chapter 2.3.3 --- Limitations of classical procedures of APT --- p.7 / Chapter 3 --- Analysis of UAPT Using Structural Equation Model and Its Im- plementation in LISREL --- p.9 / Chapter 3.1 --- Introduction to SEM with LISREL Implementation --- p.9 / Chapter 3.1.1 --- The first stage of APT and the LISREL Model --- p.9 / Chapter 3.2 --- Estimation of APT by SEM --- p.12 / Chapter 3.2.1 --- Combining the two stages in classical method in APT by SEM --- p.12 / Chapter 3.2.2 --- Incorporating both observable and unobservable factors in APT (UAPT) by SEM --- p.15 / Chapter 3.2.3 --- LISREL Implementation --- p.16 / Chapter 4 --- Simulation --- p.19 / Chapter 4.1 --- Simulation Procedure --- p.19 / Chapter 4.2 --- Results --- p.23 / Chapter 5 --- Empirical Study on Hong Kong Stock Market --- p.26 / Chapter 5.1 --- Description and source of the data --- p.26 / Chapter 5.2 --- The Goodness-of-fit Indexes in LISREL --- p.28 / Chapter 5.2.1 --- The normed fit index (NFI) --- p.29 / Chapter 5.2.2 --- The non-normed fit index (NNFI) --- p.29 / Chapter 5.2.3 --- The comparative fit index (CFI) --- p.29 / Chapter 5.3 --- The Structure of our LISREL Model --- p.30 / Chapter 5.4 --- The Five Models in the Empirical Analysis --- p.31 / Chapter 5.5 --- Results --- p.32 / Chapter 5.6 --- Conclusion --- p.33 / Chapter 6 --- Conclusion and Discussion --- p.35 / Appendix --- p.37 / Chapter A --- Example of LISREL Implementation --- p.37 / Chapter B --- Simulation Design and Simulation Result --- p.39 / Chapter C --- Result of Empirical Study --- p.50 / Bibliography --- p.56
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324937 |
| Date | January 2004 |
| Contributors | Lau, Ho-Fung., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vii, 57 leaves ; 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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