Sökning: "Shanghai Stock Market"

Visar resultat 11 - 15 av 30 uppsatser innehållade orden Shanghai Stock Market.

1. 11. Market illiquidity and market excess return: Cross-section and time-series effects : A study of the Shanghai stock exchange

   Master-uppsats, Akademin för utbildning, kultur och kommunikation

   Författare :Weitian Li; Xi Hong; [2013]
   Nyckelord :illiquidity; liquidity;

   Sammanfattning : The purpose of the current paper is to explore the cross-sectional relationship between market illiquidity and market excess return on stocks traded in the Shanghai Stock Exchange(SSE)over-time; using data from monthly and yearly databases of CSMAR(China Securities Market and Accounting Research) and statistics annual Shanghai Stock Exchange from 2001.1-2012. LÄS MER

3. 12. The Effects of Financial Ratios Publication and Bond Rating Announcements on Stock Prices

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

   Författare :Jie Wei; [2013]
   Nyckelord :Financial Ratios; Dynamic Panel Data; Nonparametric Tests; Event Study; Bond Ratings;

   Sammanfattning : This thesis consists of two papers in the field of empirical study on stock markets. In the first paper "An Empirical Study of the Correlation between Financial Ratios and Stock Price Volatility: A Case of China's A-shares 2000-2011" I study the correlation between five financial ratios and the stock price volatility with a focus on A-class shares in both of the mainland China's stock exchanges namely Shanghai Stock Exchange and Shenzhen Stock Exchange. LÄS MER

4. 13. Comparative analysis of stock performance to announcement of mergers and acquisitions deals in China mainland and Hong Kong from 2000-2010

   Kandidat-uppsats, Högskolan i Halmstad/Sektionen för hälsa och samhälle (HOS)

   Författare :Dai Ruyi; [2012]
   Nyckelord :Mergers and acquisitions; event study; abnormal return;

   Sammanfattning : This study analyzes the stock performance of bidding firms in China mainland and Hong Kong around the announcement of mergers and acquisitions transaction. The sample consists of 19 bidding firms in mainland and 11 bidding firms in Hong Kong. Hang Seng Index and Shanghai Composite Index are two proxies for market returns. LÄS MER

5. 14. Corporate Governance and Stock Returns in China - A Long Horizon Event Study

   Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Susannah Gardiner; [2012]
   Nyckelord :Corporate governance; stock performance; Shanghai Stock Exchange; China; Business and Economics;

   Sammanfattning : This study investigates the relationship between the adoption of ‘good’ corporate governance practices and the subsequent stock performance of China’s publicly listed firms. Using the Shanghai Stock Exchange Corporate Governance Index (SSE CGI) that was launched in January 2008, a portfolio of CGI firms is benchmarked against a portfolio of matched conventional firms, their sector indices and market index for the four-year period following the launch. LÄS MER

7. 15. Which Factors Explain Stock Returns on the Shanghai Stock Exchange Market? : A Panel Data Analysis of a Young Stock Market

   Master-uppsats, KTH/Industriell ekonomi och organisation (Avd.)

   Författare :Lijin Pan; [2012]
   Nyckelord :Panel data analysis; CAPM; Shanghai Stock Exchange market; stock return; systematic risk; book-to-market value; number of trades;

   Sammanfattning : This paper studies factors that influence the stock return on the Shanghai Stock Exchange (SSE) market. To achieve this goal, a stock-fixed effects model is estimated using a panel data sample comprising 100 companies listed on the SSE market during the 72-month period from January 2002 to December 2007. LÄS MER