Essays about: "capm chinese"

Showing result 1 - 5 of 9 essays containing the words capm chinese.

  1. 1. Empirical Study on the Performance of Hedge Funds in China

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Weiwei Zhang; [2020]
    Keywords : Hedge funds; China; Performance; Persistence; Uncertainty;

    Abstract : China is one of the most popular emerging markets, and the fund management industry has experienced rapid growth during the past decade, especially private funds. Although the regulatory regimes were underdeveloped at first, the government realized that it was important to improve the related regulation to address this problem. READ MORE

  3. 2. 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

  4. 3. 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. 4. Empirical tests of Fama-French three-factor model and Principle Component Analysis on the Chinese stock market

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Jingjing Guo; Kaiwen Wang; [2014]
    Keywords : Business and Economics;

    Abstract : Date: 2014-06-03 Authors: Kaiwen Wang Jingjing Guo [email protected] [email protected]. READ MORE

  6. 5. Comparing CAPM and APT in the Chinese Stock Market

    University essay from Företagsekonomi

    Author : Lina Zhang; Qian Li; [2012]
    Keywords : ln returns; CAPM; APT Model; Chinese Stock Market; SME Board; ChiNext Board;

    Abstract : As the stock market plays an important role in the global economy and Chinese economy become progressively significant part of the world economy, we are interested in the Chinese stock market. After we compared the methods on the stock market, we choose to use the CAPM and the APT model on Chinese stock market. READ MORE