by Ho, Conrad Siu-chan, Wong, Nancy In-peng. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1992. / Includes bibliographical references (leaves 46-50). / COVER --- p.i / ABSTRACT --- p.ii / ACKNOWLEDGEMENTS --- p.iv / TABLE OF CONTENTS --- p.v / LIST OF TABLES --- p.vii / Chapter / Chapter 1 --- INTRODUCTION --- p.1 / Chapter 1.1 --- The Theme of this Paper --- p.1 / Chapter 1.2 --- Literature Survey on Efficient Capital Market Hypothesis --- p.2 / Chapter 1.3 --- The Structure of this Paper --- p.4 / Chapter 2 --- THE EFFICIENT CAPITAL MARKET HYPOTHESIS --- p.5 / Chapter 2.1 --- The Three Levels of Efficiency --- p.6 / Chapter 2.2 --- Implications of the Three Levels of Efficiency --- p.10 / Chapter 2.3 --- Assumptions of ECMH --- p.11 / Chapter 3 --- METHODOLOGY --- p.14 / Chapter 3.1 --- The Statistical Tests --- p.14 / Chapter 3.1.1 --- Serial Correlation Test --- p.15 / Chapter 3.1.2 --- Regression Test --- p.17 / Chapter 3.1.3 --- Runs Test --- p.17 / Chapter 3.2 --- Sample Data --- p.19 / Chapter 3.3 --- The Limitation --- p.22 / Chapter 4 --- FINDINGS AND INTERPRETATIONS --- p.24 / Chapter 4.1 --- The Decision Criteria --- p.24 / Chapter 4.2 --- Interpretations --- p.24 / Chapter 4.2.1 --- SCC Test --- p.25 / Chapter 4.2.2 --- Regression Test --- p.31 / Chapter 4.2.3 --- Runs Test --- p.34 / Chapter 4.2.4 --- The overall interpretation --- p.38 / Chapter 5 --- CONCLUSIONS --- p.43 / REFERENCES --- p.46 / APPENDIX / Chapter 1 --- List of Selected Samples and their Market Capitalization --- p.51 / Chapter 2 --- "Adjusted Data, Adjustments and Raw Data" --- p.60 / Chapter 3 --- Price Adjustment Information --- p.96 / Chapter 4 --- Summary of Statistical Findings --- p.99 / Chapter 5 --- Findings of Serial Correlation Test --- p.129 / Chapter 6 --- Findings of Regression Test --- p.141 / Chapter 7 --- Findings of Runs Test --- p.153
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_318857 |
| Date | January 1992 |
| Contributors | Ho, Siu-chan., Wong, In-peng., 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, vii, 200 leaves : ill. ; 30 cm. |
| Coverage | 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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