Li Zimu. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 65-68). / Abstracts in English and Chinese. / Abstract --- p.ii / 中文摘要 --- p.iii / Acknowledgements --- p.iv / Contents --- p.v / Chapter Chapter 1. --- Introduction --- p.1 / Chapter Chapter 2. --- Literature Review --- p.5 / Chapter 2.1 --- Duration Dependence in Business Cycles --- p.5 / Chapter 2.2 --- Duration Dependence in Stock Market Cycles --- p.7 / Chapter 2.3 --- Definition of Bull and Bear Markets --- p.10 / Chapter Chapter 3. --- Nonparametric Tests for Duration Dependence --- p.12 / Chapter 3.1 --- Duration Dependence --- p.12 / Chapter 3.2 --- Stock Market Cycle Periodicity --- p.15 / Chapter 3.3 --- W and W (t0 =a) Tests --- p.18 / Chapter 3.4 --- Z and Z (t0 =a) Tests --- p.20 / Chapter Chapter 4. --- Data Analysis --- p.21 / Chapter 4.1 --- Dow Jones Industrial Average Index --- p.23 / Chapter 4.2 --- NASDAQ Composite Index --- p.29 / Chapter 4.3 --- Shanghai A Share Index --- p.33 / Chapter 4.4 --- Shenzhen B Share Index --- p.38 / Chapter Chapter 5. --- Empirical Results --- p.42 / Chapter 5.1 --- Dow Jones Industrial Average Index --- p.45 / Chapter 5.2 --- NASDAQ Composite Index --- p.47 / Chapter 5.3 --- Shanghai A Share Index --- p.49 / Chapter 5.4 --- Shenzhen B Share Index --- p.51 / Chapter 5.5 --- Summary of Significant W and Z tests --- p.53 / Chapter Chapter 6. --- Sub-sample Analysis --- p.54 / Chapter 6.1 --- Sub-sample 1 of the Dow Jones Index´ؤ --- p.56 / Chapter 6.2 --- Sub-sample 2 of the Dow Jones Index´ؤ --- p.57 / Chapter 6.3 --- Comparison of Sub-samples of the Dow Jones Index --- p.58 / Chapter 6.4 --- Comparison of the Dow Jones Index and the NASDAQ Composite Index --- p.60 / Chapter Chapter 7. --- Conclusion --- p.62 / References --- p.65
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325812 |
| Date | January 2006 |
| Contributors | Li, Zimu., Chinese University of Hong Kong Graduate School. Division of Economics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, v, 68 leaves : ill. ; 30 cm. |
| 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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