Search for essays about: "chinese stock exchange"

Showing result 1 - 5 of 8 essays containing the words chinese stock exchange.

  2. 1. The Basic Ingredients vs. Chinese Equities. Impact of Global Commodity Prices on the Chinese stock market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Barry Greene; [2010]
    Keywords : Shanghai Stock Market; Commodities; Price Taker; Chinese Domestic Markets; Business and Economics;

    Abstract : Purpose:To determine the impact on and correlation of global commodity prices with China’s stocks, given the country’s recent GDP growth and closed domestic markets to outside investors and other outside influences.Methodology: Representative commodities are selected to be independent variables and regressed over composite and sector indexes to determine significance of relationships. READ MORE

  4. 2. The impact of the QDII reform on the Chinese AH share price premium:

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Johan Rosberg; Jing Yuan; [2009]
    Keywords : Chinese stock market; market segmentation; share price premiums; QDII; QFII;

    Abstract : This paper examines one of the most distinct characteristics of the Chinese stock market, i.e. the persistent share price premium between shares restricted to domestic investors, traded in the two Mainland China stock exchanges, and the equivalent shares restricted to foreign investors, traded on the Hong Kong stock exchange. READ MORE

  5. 3. The association between board composition and different types of voluntary disclosure : A quantitative study of Chinese and Swedish listed companies

    University essay from Umeå universitet/Handelshögskolan vid Umeå universitet; Umeå universitet/Handelshögskolan vid Umeå universitet

    Author : Meng Meng Zhou; Podjaman Panbunyuen; [2008]
    Keywords : board composition; voluntary disclosure;

    Abstract : Company’s annual report has been widely used by stakeholders such as investors, employees, suppliers, customers and creditors. Information included in annual report consists of both mandatory information required by law, regulations as well as accounting standard and voluntary information depended on management’s judgments. READ MORE

  6. 4. Market efficiency anomalies : A study of seasonality effect on the Chinese stock exchange

    University essay from Umeå universitet/Handelshögskolan vid Umeå universitet; Umeå universitet/Handelshögskolan vid Umeå universitet

    Author : Siqi Guo; Zhiqiang Wang; [2008]
    Keywords : Chinese stock market; market efficiency anomalies; seasonality effect;

    Abstract : 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. READ MORE

  7. 5. Volatility and Mean Spillover of Chinese ADRs at New York Stock Exchange

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Hui Zhang; Yuanjing Gao; [2008]
    Keywords : volatility; GARCH; 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;

    Abstract : 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. READ MORE