Sökning: "Hui Gao"

Hittade 2 uppsatser innehållade orden Hui Gao.

  1. 1. 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

  3. 2. Cultures impact upon co-workers´ perceptions and behaviour

    D-uppsats, Göteborgs universitet/Graduate Business School

    Författare :Hui Gao; Alexandra Ekenvall; [2001]
    Nyckelord :perceptions; construction; membership; national culture; organisational culture;

    Sammanfattning : The overall subject for this thesis is to enlarge our understanding of co-workers' behaviour while working in a multicultural setting. An understanding of co-workers' behaviour is essential, since human resources should be regarded as competitive strengths for organisations competing in an international market. LÄS MER