Sökning: "Shanghai Stock Exchange market"

Visar resultat 11 - 15 av 17 uppsatser innehållade orden Shanghai Stock Exchange market.

1. 11. The Basic Ingredients vs. Chinese Equities. Impact of Global Commodity Prices on the Chinese stock market

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Barry Greene; [2010]
   Nyckelord :Commodities; Shanghai Stock Market; Price Taker; Chinese Domestic Markets; Business and Economics;

   Sammanfattning : Purpose:To determine the impact on and correlation of global commodity prices with China’s stocks, given the country’s recent GDP growth and closed domestic markets to outside investors and other outside influences. Methodology: Representative commodities are selected to be independent variables and regressed over composite and sector indexes to determine significance of relationships. LÄS MER

3. 12. Market efficiency anomalies : A study of seasonality effect on the Chinese stock exchange

   Magister-uppsats, Handelshögskolan vid Umeå universitet

   Författare :Siqi Guo; Zhiqiang Wang; [2008]
   Nyckelord :Chinese stock market; market efficiency anomalies; seasonality effect;

   Sammanfattning : The Chinese stock market is a remarkable emerging market, the two stock markets Shanghai and Shenzhen Stock Exchanges were both established in 1990, and since then they have been playing a very important role in Chinese economy. More and more attention is focused on the emerging Chinese market, and investors have been trying to find the opportunity to achieve abnormal returns through the Chinese stock market. LÄS MER

4. 13. Market Efficiency and Momentum Strategy in China Stock Market after Year 2003

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Shu Wu; [2008]
   Nyckelord :market efficiency; Momentum and Contrarian Strategy; China Stock Market; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Sammanfattning : we processed weak-form tests of efficient market hypothesis and examined whether momentum/contrarian strategy is profitable in China “A” stock market after 2003. It is assumed that the step-by-step financial liberalization realized according to the commitment made in the participation of World Trading Organization would change the efficiency of stock market in China. LÄS MER

5. 14. Volatility and Mean Spillover of Chinese ADRs at New York Stock Exchange

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Hui Zhang; Yuanjing Gao; [2008]
   Nyckelord :GARCH; volatility; correlation; spillover; Shanghai; Chinese ADRs; Hang Seng; S P 500; mean; asymmetries; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Sammanfattning : This paper examines how the returns and volatility of Chinese ADRs listed at NYSE are affected by their host market (US), underlying market (Hong Kong) and local market (Shanghai). Using a GARCH spillover model and data from 1 January 2002 to 30 September 2007, we find that the volatility spillover from US (host market), Hong Kong (underlying market) and Shanghai (local market) to Chinese ADRs, following the order: Hong Kong > US > Shanghai which can also be reflected in variance ratios. LÄS MER

7. 15. Testing the CAPM Model : A study of the Chinese Stock Market

   Magister-uppsats, Handelshögskolan vid Umeå universitet

   Författare :Donghui Xu; Xi Yang; [2007]
   Nyckelord :CAPM Chinses Stock Market;

   Sammanfattning : There have been countless empirical studies conducted to test the validity of the Capital Asset Pricing Model（CAPM）since its naissance. However, few have considered the Chinese Stock Market. The purpose of this paper is to test the CAPM to see if it holds true in the Shanghai Stock Exchange (SSE). LÄS MER