Essays about: "Chinese stock market"

Showing result 11 - 15 of 73 essays containing the words Chinese stock market.

  1. 11. The Effect of House Price Risk on Homeowners' Portfolio Choice

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Yuhuang Sun; [2020]
    Keywords : Household finance; House price risk; Limited stock market participation; Hedging motive;

    Abstract : Using the 2017 wave of China Household Finance Survey (CHFS), this paper studies how house price risk affects homeowners' stock market participation and share of liquid financial wealth invested in stocks conditional on not moving. Exploiting the subsample of homeowners whose tenure choices are exogenous due to the institutional changes during the Chinese housing market privatization, this study finds that the correlation between housing return and stock return has a crowding-out effect on both stock market participation and stock shares among participants. READ MORE

  3. 12. Does the U.S.-China trade war impact the Swedish stock market? : An event study of the impact on the Swedish stock market and which sectors that are the most affected by the trade war

    University essay from

    Author : Sebastian Gappel; Marcus Erlandsson; [2020]
    Keywords : Event Study; Trade War; Abnormal Return; Stock Market; Finance; Market Model;

    Abstract : There is an ongoing trade war between the two largest economies in the world. Since the trade war is still ongoing, few studies have been done to investigate how it affects the global economy. The purpose of this thesis is to analyze the trade war’s effect on the Swedish stock market between the 2nd of March 2018 when U.S. READ MORE

  4. 13. VALUE-AT-RISK ESTIMATION USING GARCH MODELS FOR THE CHINESE MAINLAND STOCK MARKET

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Dongya Zhou; [2020]
    Keywords : Volatility; Exponential-GARCH; VaR; Dynamic correlation;

    Abstract : With the acceleration of economic globalization, the immature Chinese mainland stock market is gradually associated with the stock markets of other countries. This paper predict the return rate of Chinese mainland stock market using several models from GARCH family, test the predictability by calculating Value-at-Risk, also capture the dynamic correlation between other fifive countries or region and mainland China by DCC-GARCH model. READ MORE

  5. 14. Research on Credit Risk Measurement of China’s Listed Companies with KMV Model

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Tong Liu; Xiuyi Chen; [2020]
    Keywords : Credit risk measurement model; KMV model; Z-Score model; ST companies; ROC curve.; Business and Economics;

    Abstract : This thesis takes 200 Chinese listed companies as examples within ten years from 2009 to 2018, of which 100 are ST companies and the other 100 are non-ST companies. ST company is a company that has financial problems and was then implemented with special treatment by the China Securities Regulatory Commission. READ MORE

  6. 15. Do Chinese Dual-listed Companies "Return with Glory" in Their Mainland IPOs ?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Wenxin Zhao; Kangni Lang; [2019]
    Keywords : Dual-listing; Market segmentation; Stock return; Event study; Cumulative abnormal return; Business and Economics;

    Abstract : Dual-listing has become a popular approach for companies to seek funding and international expansion. Typically companies grow big from less developed domestic markets and march into developed markets. However, China, as an emerging market economy has witnessed a wave of Hong Kong-listed companies returning to the mainland for a second IPO. READ MORE