The efficiency of China's stock market
著者
書誌事項
The efficiency of China's stock market
（The Chinese economy series）
Ashgate, c2004
大学図書館所蔵 件 / 全9件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references (p. [263]-272) and index
内容説明・目次
内容説明
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.
目次
- Contents
- Introduction
- The emergence, development and perspective of China's stock market
- The theoretical and empirical perspectives of efficient stock market
- Statistical expression and design of tests
- Weak form efficient or not? Tests of random walk hypothesis
- Seasonally anomalous or not? Tests of seasonalities
- Semi-strong form efficient or not? Tests on the announcements of zero and cash dividends
- Semi-strong form efficient or not? Tests on the announcements of bonus and rights issues
- Conclusion
- Appendix
- Bibliography
- Index.
「Nielsen BookData」 より