Fung Chin-Hung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 82-87). / Abstracts in English and Chinese. / Abstract --- p.i / 摘要 --- p.ii / Acknowledgement --- p.iii / Table of Contents --- p.iv / Tables --- p.vi / Figures --- p.vii / Appendices --- p.vii / Abbreviations --- p.vii / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Literature Review --- p.7 / Chapter 2.1 --- Views on Comovements --- p.7 / Chapter 2.2 --- Herding --- p.9 / Chapter 2.3 --- Stock Price Synchronicity of a Market --- p.10 / Chapter 2.4 --- Comparison of Two Popular Measures of Stock Price Synchronicity --- p.13 / Chapter 2.5 --- Factors Affecting Synchronicity of a Market --- p.14 / Chapter Chapter 3 --- Asymmetric Patterns of Stock Price Comovements --- p.19 / Chapter 3.1 --- Rationale for Asymmetric Patterns of Stock Price Comovements --- p.19 / Chapter 3.1.1 --- Difference in the Delay in Response to Bad news and Good News --- p.19 / Chapter 3.1.2 --- Other Possible Reasons for Asymmetric Patterns of Stock Price Comovement --- p.22 / Chapter 3.2 --- Detecting Asymmetric Pattern in Comovements --- p.24 / Chapter 3.2.1 --- Data Construction and Descriptions --- p.27 / Chapter 3.3 --- Asymmetric Pattern of Comovements --- p.30 / Chapter 3.4 --- Asymmetry During Extreme Market Movements --- p.32 / Chapter 3.5 --- The Relationship between Asymmetry and the Short -Selling Restrictions --- p.34 / Chapter 3.5.1 --- Data of Short Sales Restrictions --- p.35 / Chapter 3.5.2 --- Results and Interpretations --- p.36 / Chapter Chapter 4 --- Corporate Governance and Stock Prices Comovements --- p.38 / Chapter 4.1 --- "Corporate Governance, Ownership Structure and Transparency" --- p.40 / Chapter 4.2 --- Firm-level Synchronicity Measures --- p.42 / Chapter 4.3 --- Data Construction --- p.44 / Chapter 4.4 --- Data Characteristics --- p.45 / Chapter 4.5 --- Regression Framework and Variable Descriptions --- p.48 / Chapter 4.6 --- Regression Results and Interpretations --- p.59 / Chapter 4.6.1 --- Results Using the Sample of Western Europe --- p.60 / Chapter 4.6.2 --- Results Using the Sample of East Asia --- p.64 / Chapter 4.6.1 --- Econometric Issues --- p.67 / Chapter 4.6.2 --- Analysis of the Combined Results --- p.72 / Chapter Chapter 5 --- Concluding Remarks --- p.78 / Reference --- p.82
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324819 |
| Date | January 2004 |
| Contributors | Fung, Chin-Hung., 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, vii, 120 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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