Download or read book An Empirical Investigation of Weak form Efficiency in the Chinese Stock Market written by Dongshi Xu and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An empirical investigation of weak form efficiency for the Chinese stock market written by Jian Wang and published by . This book was released on 2002 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Efficiency of China s Stock Market written by Shiguang Ma and published by Routledge. This book was released on 2017-11-30 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book An Empirical Investigation of Weak formed Efficiency in the Chinese Stock Market written by Dongshi Xu and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Chinese Stock Market written by Nicolaas Groenewold and published by Edward Elgar Publishing. This book was released on 2004-01-01 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: '. . . this book succeeds in its mission of analysing the efficiency, predictability and profitability of the Chinese stock market. It is strongly recommended to scholars. It is additionally recommended to practitioners involved in the market, sharing its prosperity and avoiding the possible risk. This book is also recommended to the students who want to learn the systematic application of econometric modelling to market efficiency analysis.' - Shiguang Ma, Economic Record The emergence of a stock market in China only occurred a decade ago and it remains something of an unknown quantity to many observers and traders outside of the country. This book provides an extensive historical and empirical analysis of the Chinese stock-market, the development of which is an integral part of the process of economic modernization that began in China in the late 1970s.
Download or read book An Investigation of Weak form Efficiency in the Chinese Stock Market written by Meng Meng Chen and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Investigation of the Weak Form of the Efficient Market Hypothesis in the Chinese Stock Market written by Baoquan Zhang and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Weak form Efficiency of Chinese Stock Markets written by Wai Liu and published by . This book was released on 2011 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt: Motivated by the unique characteristics of the Chinese stock markets and the defects of previous investigations on the efficiency of the Chinese stock markets, this paper re-examines the weak-form efficiency of the SHSE and SZSE after opening the B-share market to Chinese local investors. Applying four types of random walk test to the thin trading adjusted daily return series over the perios from 1995 to 2009, the present study finds that both the SHSE and SZSE are not weak-form effecient markets, even after correcting the thin trading problem. This is the case simply because the random walk is absent from both stock markets. The efficiency of both stock markets has, however, been improved dramatically by the CSRC's decision to allow Chinese local investors to engage in the B-share markets -- Abstract.
Download or read book Are China s Stock Markets Really Weak form Efficient written by and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Empirical Analysis of the Weak form Efficiency of Stock Markets written by Ping Lim Kian and published by . This book was released on 2009 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Empirical Study on Evolving Market Efficiency for China s Stock Markets written by Xiao-Ming Li and published by . This book was released on 2000 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Efficiency and Anomalies in Stock Markets written by Wing-Keung Wong and published by Mdpi AG. This book was released on 2022-02-17 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Efficient Market Hypothesis believes that it is impossible for an investor to outperform the market because all available information is already built into stock prices. However, some anomalies could persist in stock markets while some other anomalies could appear, disappear and re-appear again without any warning. A Special Issue on "Efficiency and Anomalies in Stock Markets" will be devoted to advancements in the theoretical development of market efficiency and anomaly in the Stock Market, as well as applications in Stock Market efficiency and anomalies.
Download or read book Weak form Efficiency in the Chinese Stock Markets written by James Joseph Chin and published by . This book was released on 1994 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Evaluation of Market Efficiency in the Chinese Stock Market Using a Behavioural Volatility Model written by Ezra Gentleman and published by . This book was released on 2011 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This study examines the relevance of the efficient markets paradigm in the context of the Chinese market since its inception. Risk characteristics of Chinese stock markets have been evaluated from the traditional volatility (GARCH) models as well as behavioural (STAR GARCH) models. The use of the STAR GARCH model offers perspective into the non-market risks which have been taking place since the stock markets inception and contribute to the literature by creating a greater understanding of the strategic behavior of investors. The study found that strategic behaviour is not static and has undergone dynamic shifts over time as a number of policy changes and structural shifts have taken place. As such Market efficiency has been tested with the findings concluding that the STAR GARCH model has in most cases provided superior results to the conventional GARCH models used. Conclusions regarding market efficiency in China were not strongly supported with empirical evidence in this study."--P. ii.
Download or read book Test of weak form stock market efficiency in China written by Pulati Yuseyin and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Weak Form Efficiency and Causality Tests in Chinese Stock Markets written by Martin Miles Laurence and published by . This book was released on 2016 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: China has two major stock exchanges, the Shanghai and the Shenzen exchanges. Each of these exchanges trades two types of shares, type “A” and type “B” shares. Type “A” shares are available to domestic investors only and type “B” shares are available to foreign investors. This article tests for the weak-form efficiency in these markets and explores the statistical relationships and causality among these Chinese stock markets with each other and with the U.S. and Hong Kong stock markets. The results indicate the existence of (1) a weak-form efficiency in the market for “A” shares but not “B” shares, (2) statistically weak linkages between the Chinese markets, (3) a weak causal effect from the Hong Kong to the four Chinese markets, and (4) a strong causal effect from U.S. stock mark to all four Chinese stock markets and the Hong Kong Stock market, particularly during the second period of the sample. These results support the assertion that the Chinese stock markets are becoming more integrated to the global economy.
Download or read book The Shanghai Stock Market written by Jung-Lieh Hsiao and published by . This book was released on 1996 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt:
