Liu Yajun. / Thesis submitted in: November 2005. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 89-93). / Abstracts in English and Chinese. / Chapter Chapter 1: --- Introduction --- p.5 / Chapter Chapter 2: --- ST Firms in China --- p.15 / Chapter Chapter 3: --- Sample Selection and Data Description --- p.22 / Chapter 3.1 --- Data sources --- p.22 / Chapter 3.2 --- Data description --- p.23 / Chapter Chapter 4: --- Methodology --- p.30 / Chapter 4.1 --- Event study for abnormal returns --- p.30 / Chapter 4.1.1 --- Definition and observation period --- p.30 / Chapter 4.1.2 --- Normal and abnormal returns --- p.31 / Chapter 4.1.3 --- Models to determine the normal returns --- p.31 / Chapter 4.1.4 --- Market model estimation --- p.33 / Chapter 4.1.5 --- Statistical inference --- p.35 / Chapter 4.2 --- Models with discrete dependent variables --- p.37 / Chapter 4.3 --- Wilconxon rank test --- p.38 / Chapter Chapter 5: --- Results of Empirical Studies --- p.39 / Chapter 5.1 --- Market reaction to ST events-event study --- p.39 / Chapter 5.2 --- Relationship of the cumulative abnormal returns and restructuring activities --- p.44 / Chapter 5.3 --- Relationship of ST status and restructuring activities --- p.50 / Chapter 5.4 --- Operational performance pre and post Share- restructuring activities of ST firms --- p.54 / Chapter 5.5 --- Regression result of operational performance pre and post share- restructuring activities --- p.57 / Chapter Chapter 6: --- Conclusion --- p.59 / Tables --- p.64 / Appendix I: Special Treatment System in China's Stock Market --- p.87 / References --- p.89
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325498 |
| Date | January 2006 |
| Contributors | Liu, Yajun., 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, 93 leaves ; 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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