by Chan Po-ki, Annie. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1993. / Includes bibliographical references (leaf 107). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF TABLES --- p.v / LIST OF ILLUSTRATIONS --- p.vi / LIST OF APPENDICES --- p.viii / ACKNOWLEDGEMENTS --- p.ix / Chapter / Chapter I. --- INTRODUCTION / Prologue --- p.1 / Purpose of Study --- p.2 / Scope of Study --- p.2 / Organization of Paper --- p.3 / Limitations of Study --- p.3 / Chapter II. --- THE HONG KONG STOCK MARKET / Development of the Stock Market --- p.5 / The Hang Seng Index --- p.9 / Role and Importance of the Stock Market --- p.10 / Characteristics of the Stock Market --- p.10 / Chapter III. --- THEORETICAL CONCEPTS AND FRAMEWORK OF ANALYSIS / Efficient Markets Theory --- p.12 / Random Walk Theory --- p.13 / Investment Strategies --- p.14 / Passive Strategy --- p.14 / Active Strategy --- p.14 / Market Analysis --- p.15 / The Fundamental School --- p.15 / The Technical School --- p.16 / Implications of Random Walk for Technical and Fundamental Analysis --- p.18 / Seasonality --- p.19 / Chapter IV. --- SEASONALITY IN THE HONG KONG STOCK MARKET / Introduction --- p.21 / Research Design --- p.21 / The Hang Seng Index --- p.21 / The Sub-Index --- p.22 / Individual Stocks in Sub-Index --- p.25 / Data Analysis and Findings --- p.26 / Discussions --- p.36 / Chapter V. --- IMPLICATIONS ON TRADING STRATEGIES / Introduction --- p.39 / Research Design --- p.39 / Trading Strategies Hypothesized --- p.39 / Interest on Cash Deposit --- p.40 / Dimensions of Comparison --- p.42 / Data Analysis and Findings --- p.44 / "Comparison One - One Stock, One Year" --- p.44 / "Comparison Two - One Stock, Ten Years" --- p.57 / "Comparison Three - Portfolio, One Year" --- p.60 / "Comparison Four - Portfolio, Ten Year" --- p.65 / Chapter VI. --- SUMMARY AND CONCLUSION --- p.68 / APPENDIX --- p.70 / BIBLIOGRAPHY --- p.107
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_319085 |
| Date | January 1993 |
| Contributors | Chan, Po-ki Annie., Chinese University of Hong Kong Graduate School. Division of Business Administration. |
| Publisher | Chinese University of Hong Kong |
| Source Sets | The Chinese University of Hong Kong |
| Language | English |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, ix, 107 leaves : ill. ; 30 cm. |
| Coverage | China, Hong Kong, China, Hong Kong, China, Hong Kong |
| 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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