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    The Efficiency of China's Stock Market

    The Efficiency of China's Stock Market

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    Bog
    • Format
    • Bog, hardback
    • Engelsk

    Beskrivelse

    By investigating the efficiency of China's stock market in accordance with the theoretical framework of the Efficient Market Hypothesis, this book focuses on weak form and semi-strong form market efficiency. Empirical tests have been intensively conducted on the random walk hypothesis, the presence of market seasonality and the price reaction to publicly released information. In addition The Efficiency of China's Stock Market provides a comparative analysis between China's stock market and other countries' stock markets.

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    Detaljer
    • SprogEngelsk
    • Sidetal302
    • Udgivelsesdato29-11-2017
    • ISBN139780815397700
    • Forlag Routledge
    • FormatHardback
    Størrelse og vægt
  • Vægt720 g
    • coffee cup img
    10 cm
    book img
    15,2 cm
    22,9 cm

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    Hypothesis Markets Form Random Informational Efficiency Shenzhen China's Stock Market Weak Returns Walk Chinas Abnormal Announcement Date A-shares Prices A-shares Indexes Cumulative Abnormal Returns Form Efficient Market Legal Person Shares Event Date Listed Companies Random Walk Hypothesis Shenzhen Markets Semi-strong Form Efficient Shenzhen Stock Exchange Serial Correlation Coefficient Test Strong Form Efficiency Specific Event Date Serial Correlation Weak Form Efficiency Variance Ratio Test Normal Daily Return Weak Form Market Efficiency Shanghai Market Shanghai Stock Exchange Significantly Positive Returns
    Machine Name: SAXO080