Essays about: "Chinese stock market"

Showing result 16 - 20 of 73 essays containing the words Chinese stock market.

  1. 16. Stock market integration between the BRICS countries : Long-term investment opportunities

    University essay from Linköpings universitet/Nationalekonomi

    Author : Richard Konradsson; Theodor Porss; [2019]
    Keywords : BRICS; cointegration; diversification; causality; systematic risk; risk-premium;

    Abstract : This paper investigates the long-term diversification opportunities that exists for global investors among the BRICS nations. It analyzes how risk-averse investors can allocate funds between the countries in order to maximize the expected return in relation to the overall risk. READ MORE

  3. 17. Linkages between the Chinese stock market and the macroeconomic climate in the U.S. and EU

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Gabriel Ekman; Petter Månsby; [2018]
    Keywords : VECM; Impulse Responses; Variance Decomposition; Chinese stock market; macroeconomic linkages; finacial integration; Business and Economics;

    Abstract : The purpose of this paper is to examine the relationship between investments in the Chinese stock market and shocks to the macroeconomic climate in the U.S. and in the EU. READ MORE

  4. 18. Cointegration between the Chinese and US stock markets

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Patrick Malm; [2018]
    Keywords : China; cointegration; stock market; time series; US; Business and Economics;

    Abstract : This paper conducts an empirical study on the relationship between the emerging financial market of China and the developed market of the US, both during and after the 2007-2009 financial crisis. Stock indices from the two countries are analysed to examine whether there exist any comovements between the different equity markets. READ MORE

  5. 19. Stock-Price-Based M&A Performance Evaluation of the A-H Dual-Listed Acquirers-- Based on China's A-Share Stock Market and Hong Kong Stock Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Yiming Song; Chen Liu; [2018]
    Keywords : M A performance; A-H dual-listed companies; A-share market; H-share market; Chinese M A;

    Abstract : Using the data from A-share market and H-share market during 2014 - 2017, this thesis mainly analyzes how stock returns of the acquirers changed before and after the M&A announcements and how the changes were linked to the selected impact factors, such as dual listing, payment method, controlling position or minor position, overseas or domestic, etc. The main method is to use event study method and CAPM to calculate the excess returns of the acquires during M&A event window, then do regression of the impact factors on excess returns. READ MORE

  6. 20. Financial integration and international asset pricing of Chinese stock markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Ho Wai NG; Weiwei Zhu; [2018]
    Keywords : Financial integration; International asset pricing; Emerging Market Finance;

    Abstract : Our analysis draws several meaningful findings. First, we find that there is predictability of Chinese stock market return on latent variables which include common and local specific information. We also find that the conditional volatility and local price of risk are time varying for China. READ MORE