Chang Li. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 38-39). / Abstracts in English and Chinese. / Abstract --- p.ii / 論文摘要 --- p.iii / Acknowledgement --- p.iv / Table of Contents --- p.v / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Literature Review and Hypotheses --- p.4 / Chapter 2.1 --- Literature Review --- p.4 / Chapter 2.2 --- Main Hypotheses --- p.7 / Chapter Chapter 3 --- Methodology --- p.12 / Chapter 3.1 --- Size and volume classifications --- p.12 / Chapter 3.2 --- Portfolio formation strategies --- p.15 / Chapter 3.3 --- Statistical inferences --- p.17 / Chapter Chapter 4 --- Data Analyses --- p.19 / Chapter 4.1 --- Descriptive statistics --- p.19 / Chapter 4.2 --- Main results --- p.20 / Chapter 4.3 --- Tests using absolute share volume as an alternative volume measure --- p.26 / Chapter Chapter 5 --- Tests using Return as an Additional Conditioning Variable --- p.31 / Chapter 5.1 --- Return classifications --- p.32 / Chapter 5.1 --- Test results --- p.33 / Chapter Chapter 6 --- Conclusion --- p.36 / References --- p.38
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324939 |
| Date | January 2004 |
| Contributors | Chang, Li., Chinese University of Hong Kong Graduate School. Division of Business Administration. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vi, 52 leaves : ill. ; 30 cm. |
| Coverage | 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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