Sökning: "Shanghai Stock Market"

Visar resultat 21 - 25 av 30 uppsatser innehållade orden Shanghai Stock Market.

  1. 21. Housing prices dynamics in China : A case study of Shanghai, Tianjin and Hefei

    Kandidat-uppsats, IHH, Nationalekonomi

    Författare :Chen Ling; Tao Xie; [2010]
    Nyckelord :Housing; prices; dynamics; China;

    Sammanfattning : This paper studies the fundamental determinants of housing prices in three different developedcities in China. The main question addressed is whether fluctuations in the fundamentaldeterminants of housing prices around the world have an impact on housing prices inChina. LÄS MER

  3. 22. The value-added in strategic merger : A case study from Chinese port industry restructuring

    Magister-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Yamin Xie; [2009]
    Nyckelord :merger; strategy; value added; EVA; MVA; FGV; AR; CAR;

    Sammanfattning : In the process of Chinese central companies’ restructuring, the strategic merger is becoming the popular trend nowadays. The thesis chooses a specific case of Shanghai International Port Group (hereafter referred to SIPG) stock swap absorption merging Shanghai Port Container Company (hereafter referred to SPCC) which is the listed subsidiary company of SIPG for initial public offering in the whole happened in 2006. LÄS MER

  4. 23. 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

  5. 24. 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

  7. 25. 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