by Chiu Mui-Ling. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1996. / Includes bibliographical references (leaves 48-51). / ACKNOWLEDGMENTS --- p.ii / ABSTRACT --- p.iii / TABLE OF CONTENTS --- p.iv / LISTS OF TABLES --- p.vi / LISTS OF CHARTS --- p.vii / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- LITERATURE REVIEW --- p.3 / Chapter III. --- SHENZHEN STOCK MARKET --- p.16 / Historical Background --- p.16 / Membership of Shenzhen Stock Exchange --- p.18 / Types of Shares --- p.19 / A Shares --- p.19 / B Shares --- p.20 / H Shares --- p.21 / Listed Securities in Shenzhen Stock Exchanges --- p.21 / Dealing --- p.24 / Shenzhen A Index --- p.24 / Characteristics of Shenzhen Stock Market --- p.25 / Government Maintain High Control --- p.25 / Different Bodies Fight for Control --- p.26 / Issuers Undergo Complicated Process --- p.26 / Banks Frequently Change Its Role --- p.28 / Overheat Economy Impact much on Market --- p.29 / Legal and Accounting Systems are not Well-established --- p.30 / Immature Investors Misconceive the Stock Market --- p.31 / Chapter IV. --- DATA AND METHODOLOGY --- p.32 / Sample Data --- p.32 / The Data --- p.32 / Sample Period --- p.33 / Portfolio Formation --- p.33 / Methodology --- p.34 / Size Effect --- p.34 / Seasonality --- p.37 / Chapter V. --- EMPIRICAL RESULTS --- p.38 / Size Effect --- p.38 / Raw Return --- p.38 / Excess Return --- p.40 / Seasonality --- p.42 / Chapter VI. --- EXPLANATION OF THE SEASONAL EFFECT --- p.44 / Chapter VII. --- CONCLUSION --- p.46 / BIBLIOGRAPHY --- p.48 / CHART --- p.52
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_320738 |
| Date | January 1996 |
| Contributors | Chiu, Mui-Ling., 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, 71 leaves : ill. ; 30 cm. |
| Coverage | China, China, Shenzhen Shi |
| 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/) |
Page generated in 0.0022 seconds