Essays about: "chinese stock exchange"

Showing result 1 - 5 of 20 essays containing the words chinese stock exchange.

1. 1. 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

3. 2. THE RELATIONSHIP BETWEEN MACROECONOMIC VARIABLES AND THE CHINESE STOCK MARKET-AN APPLICATION OF VECTOR ERROR CORRECTION MODEL

   University essay from Uppsala universitet/Statistiska institutionen

   Author : Zhe Zeng; [2017]
   Keywords : ;

   Abstract : Using Johansen's vector error correction model, this paper investigates the long-term equilibrium between stock price and six selected macroeconomic variables in China. On testing different VECM models, we find that there is no long-term equilibrium between stock price and 6 macroeconomic variables, although there may exist long-term equilibrium among macroeconomic variables themselves. READ MORE

4. 3. Soldiers, pigeons and shooting stars: Evaluating the profitability of candlestick charting on the Stockholm Stock Exchange

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Filip Demitz-Helin; Alexander Mahdi; [2016]
   Keywords : Candlestick Charting; Technical Analysis; Trading Rules; Return Predictability; Market Efficiency;

   Abstract : This study provides a systematic evaluation of the profitability of candlestick charting, the oldest known form of technical analysis, on a sample of 72 stocks listed on the Stockholm Stock Exchange over the period 2000-2015. In contrast to recent studies on Chinese, Taiwanese and US data, we find that the majority of candlesticks generate raw returns that are only moderately positive and not statistically significant after accounting for transaction costs of 0. READ MORE

5. 4. The influence of numerical superstition on IPO underpricing in the People’s Republic of China

   University essay from Uppsala universitet/Företagsekonomiska institutionen

   Author : E.V.A. Dieben; [2016]
   Keywords : IPO underpricing; A-share market; Numerical superstition; China;

   Abstract : In Chinese culture, certain digits are considered lucky and others unlucky. This thesis evaluates how numerical superstition affects financial decision-making in the Chinese A-share IPO market for the period between 2003-2015. READ MORE

6. 5. THE CHINESE STOCK MARKET - Differences in performance in consideration to level of state ownership

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Mathilda Ivarsson; Heidi Nordén; [2015-02-04]
   Keywords : Split-Share Structure Reform; State-Owned Enterprises SOEs ; Ownership Structure; Corporate Governance; Privatization theory; China;

   Abstract : We examine the success of the privatization reform in China by evaluating the changes in performance of the State-Owned Enterprises (SOEs) after the Split-Share Structure reform in 2005, considering the changes in ownership structure. This study investigates how the ongoing privatization process in China is affecting the performance of SOEs. READ MORE