Essays about: "Chinese Stock Market"

Showing result 21 - 25 of 73 essays containing the words Chinese Stock Market.

  1. 21. International Diversification Benefits : A Cointegrating Analysis Based on China, Europe and Russia

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Stefan Ryschkow; SIQI LU; [2018]
    Keywords : Causality; diversification; dynamic cointegration; static cointegration; structural break;

    Abstract : This thesis investigates the short term and the long term cointegration relations between European and Chinese, European and Russian stock markets, with a goal to define international diversification benefits. Whereas Russia and China are considered as developing countries, Europe represents a developed market. READ MORE

  3. 22. Stock-Price Modeling by the Geometric Fractional Brownian Motion: A View towards the Chinese Financial Market

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : Zijie Feng; [2018]
    Keywords : geometric fractional Brownian motion; fractional Brownian motion; fractional Gaussian noise; Hurst exponent;

    Abstract : As an extension of the geometric Brownian motion, a geometric fractional Brownian motion (GFBM) is considered as a stock-price model. The modeled GFBM is compared with empirical Chinese stock prices. Comparisons are performed by considering logarithmic-return densities, autocovariance functions, spectral densities and trajectories. READ MORE

  4. 23. The Asset Pricing Implication on CSI 300 Index China of Monetary Policy Announcement

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Chenxi Zheng; Yuning He; [2018]
    Keywords : Market Beta; Excess Return; Chinese Stock Market; Monetary Policy; CAPM;

    Abstract : Based on Fama-MacBeth method, three stages of regression are conducted to explore the relationship between stock beta and its excess return from 2003 to 2017 on the Chinese stock market in this paper. This thesis aims to explore the effects of monetary policy on the relationship between market beta and average excess return. READ MORE

  5. 24. Value and growth stocks on the Chinese stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Qingqing He; Peilun Li; [2018]
    Keywords : Value Investing; Growth Investing; Chinese Equities;

    Abstract : This thesis investigates whether an investor can get superior returns when investing in value stocks compared to investing in growth stocks on the Chinese stock exchange (2009-2017). Value and growth stocks are classified by financial ratios. READ MORE

  6. 25. The Predictability of Analyst Coverage on Stock Returns - Empirical Evidence from China's Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Zhuoyan Lao; Huaqian Zhu; [2018]
    Keywords : Analyst Coverage; Future Stock Return; China s Stock Market;

    Abstract : This paper studies the association between the analyst coverage (both total analyst coverage and abnormal analyst coverage) and future stock returns in Shanghai A-share stock Market over a period of ten years from 2008 to 2017. Our study draws inspiration from the work of Charles M.C. Lee and Eric C. READ MORE