Sökning: "Chinese stock exchange"

Visar resultat 1 - 5 av 25 uppsatser innehållade orden Chinese stock exchange.

  1. 1. ARL - anledningen till nästa börskrasch? : En kvantitativ studie om ARL:s påverkan på den svenska aktiemarknaden

    Uppsats för yrkesexamina på avancerad nivå, Linköpings universitet/Företagsekonomi

    Författare :Einar Dagerhem; Simon Strömberg; [2020]
    Nyckelord :audit report lag; stock price crash risk; Stockholm stock exchange; audit report lag; aktieprisfall; Stockholmsbörsen;

    Sammanfattning : Tidsperioden mellan räkenskapsårets slut och datumet för påskriven revisionsberättelse benämns audit report lag (ARL). Anledningarna till att ARL uppstår har studerats i stor utsträckning, men de konkreta effekterna som uppstår till följd av ARL är mindre studerade. LÄS MER

  3. 2. Value and growth stocks on the Chinese stock market

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Qingqing He; Peilun Li; [2018]
    Nyckelord :Value Investing; Growth Investing; Chinese Equities;

    Sammanfattning : This thesis investigates whether an investor can get superior returns when investing in value stocks compared to investing in growth stocks on the Chinese stock exchange (2009-2017). Value and growth stocks are classified by financial ratios. LÄS MER

  4. 3. THE RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET-AN APPLICATION OF VECTOR ERROR CORRECTION MODEL

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Zhe Zeng; [2017]
    Nyckelord :;

    Sammanfattning : Using Johansen's vector error correction model, this paper investigates the long-term equilibrium between stock price and six selected macroeconomic variables in China. On testing different VECM models, we find that there is no long-term equilibrium between stock price and 6 macroeconomic variables, although there may exist long-term equilibrium among macroeconomic variables themselves. LÄS MER

  5. 4. Soldiers, pigeons and shooting stars: Evaluating the profitability of candlestick charting on the Stockholm Stock Exchange

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Filip Demitz-Helin; Alexander Mahdi; [2016]
    Nyckelord :Candlestick Charting; Technical Analysis; Trading Rules; Return Predictability; Market Efficiency;

    Sammanfattning : This study provides a systematic evaluation of the profitability of candlestick charting, the oldest known form of technical analysis, on a sample of 72 stocks listed on the Stockholm Stock Exchange over the period 2000-2015. In contrast to recent studies on Chinese, Taiwanese and US data, we find that the majority of candlesticks generate raw returns that are only moderately positive and not statistically significant after accounting for transaction costs of 0. LÄS MER

  7. 5. The influence of numerical superstition on IPO underpricing in the People’s Republic of China

    Magister-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :E.V.A. Dieben; [2016]
    Nyckelord :IPO underpricing; A-share market; Numerical superstition; China;

    Sammanfattning : In Chinese culture, certain digits are considered lucky and others unlucky. This thesis evaluates how numerical superstition affects financial decision-making in the Chinese A-share IPO market for the period between 2003-2015. LÄS MER