Essays about: "John Hang"

Found 1 essay containing the words John Hang.

  1. 1. Study of the Weak-form Efficent Market Hypothesis - Evidence from the Chinese stock market

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Nadja Grochevaia; John Hang; [2016-04-19]
    Keywords : market efficiency; efficient market hypothesis; weak-form efficiency; random walk; Chinese stock market; variance ratio test; daily calendar effect;

    Abstract : This paper examines the Chinese stock market efficiency through validation of the weak-form efficient market hypothesis of the Shanghai and Shenzhen stock exchanges. Also, the paper attempts to determine the presence of daily calendar effects on the Chinese stock market. READ MORE