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An Examination of the Idiosyncratic Volatility in Hong Kong Stock Market

This thesis examines the return volatility of Hong Kong stock market on the firm-level, industry-level, and market-level during a fifteen year sample period between 1991 and 2005. The identified patterns of stock return volatilities contribute to the understanding of an important Asian market.

Identiferoai:union.ndltd.org:ADTP/284093
Date January 2009
CreatorsXu, Lei
Source SetsAustraliasian Digital Theses Program
LanguageEN-AUS
Detected LanguageEnglish
RightsCopyright Lei Xu 2009

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