Essays about: "Yuning He"

Found 1 essay containing the words Yuning He.

  1. 1. 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