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You searched for subject:(Chinese stock market). Showing records 1 – 30 of 32 total matches.

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Lincoln University

1. Mohd Noar, Nurul. Winners-losers long term reversal in the Chinese stock market.

Degree: 2011, Lincoln University

 This paper shows that contrarian strategy is applicable for trading long term in China's stock market. This was due to evidence that China's stock market(more)

Subjects/Keywords: Chinese stock market; investment; shares; securities; Chinese stock reversal; long term winner-loser reversal

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mohd Noar, N. (2011). Winners-losers long term reversal in the Chinese stock market. (Thesis). Lincoln University. Retrieved from http://hdl.handle.net/10182/4128

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mohd Noar, Nurul. “Winners-losers long term reversal in the Chinese stock market.” 2011. Thesis, Lincoln University. Accessed June 05, 2020. http://hdl.handle.net/10182/4128.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mohd Noar, Nurul. “Winners-losers long term reversal in the Chinese stock market.” 2011. Web. 05 Jun 2020.

Vancouver:

Mohd Noar N. Winners-losers long term reversal in the Chinese stock market. [Internet] [Thesis]. Lincoln University; 2011. [cited 2020 Jun 05]. Available from: http://hdl.handle.net/10182/4128.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mohd Noar N. Winners-losers long term reversal in the Chinese stock market. [Thesis]. Lincoln University; 2011. Available from: http://hdl.handle.net/10182/4128

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Lincoln University

2. Jia, Dekui. Policy risk and Stock Market volatility in China.

Degree: 2019, Lincoln University

 The policy-driven feature of China’s stock market induces a debatable argument that political interference should be responsible for the sharp fluctuations of the stock markets… (more)

Subjects/Keywords: policy risk; stock market volatility; stock markets; stock exchange; China stock market; Chinese stock market; policy-driven market; Policy Risk Index (PRI); 150201 Finance; 150205 Investment and Risk Management

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jia, D. (2019). Policy risk and Stock Market volatility in China. (Thesis). Lincoln University. Retrieved from http://hdl.handle.net/10182/10881

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jia, Dekui. “Policy risk and Stock Market volatility in China.” 2019. Thesis, Lincoln University. Accessed June 05, 2020. http://hdl.handle.net/10182/10881.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jia, Dekui. “Policy risk and Stock Market volatility in China.” 2019. Web. 05 Jun 2020.

Vancouver:

Jia D. Policy risk and Stock Market volatility in China. [Internet] [Thesis]. Lincoln University; 2019. [cited 2020 Jun 05]. Available from: http://hdl.handle.net/10182/10881.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jia D. Policy risk and Stock Market volatility in China. [Thesis]. Lincoln University; 2019. Available from: http://hdl.handle.net/10182/10881

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Sun, Yuzheng. ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS .

Degree: 2017, Cornell University

 My dissertation uses international evidence to provide fresh perspectives on the interaction of firms and the secondary market. Chapter 1 is an empirical study of… (more)

Subjects/Keywords: International Finance; Economics; Financial market; Finance; Behavior Finance; Chinese Stock Market; Market Microstructure; Corporate finance

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sun, Y. (2017). ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/56945

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sun, Yuzheng. “ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS .” 2017. Thesis, Cornell University. Accessed June 05, 2020. http://hdl.handle.net/1813/56945.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sun, Yuzheng. “ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS .” 2017. Web. 05 Jun 2020.

Vancouver:

Sun Y. ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS . [Internet] [Thesis]. Cornell University; 2017. [cited 2020 Jun 05]. Available from: http://hdl.handle.net/1813/56945.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sun Y. ESSAYS ON FIRMS, INVESTORS, AND STOCK MARKETS . [Thesis]. Cornell University; 2017. Available from: http://hdl.handle.net/1813/56945

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Curtin University of Technology

4. Yao, Juan. The Chinese stock market and economic activity.

Degree: 1998, Curtin University of Technology

 The primary purpose of this research is to perform an empirical test using Arbitrage Pricing Theory (APT) in order to investigate the relationship between the… (more)

Subjects/Keywords: Chinese economy; China; stock market

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APA (6th Edition):

Yao, J. (1998). The Chinese stock market and economic activity. (Thesis). Curtin University of Technology. Retrieved from http://hdl.handle.net/20.500.11937/861

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yao, Juan. “The Chinese stock market and economic activity. ” 1998. Thesis, Curtin University of Technology. Accessed June 05, 2020. http://hdl.handle.net/20.500.11937/861.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yao, Juan. “The Chinese stock market and economic activity. ” 1998. Web. 05 Jun 2020.

Vancouver:

Yao J. The Chinese stock market and economic activity. [Internet] [Thesis]. Curtin University of Technology; 1998. [cited 2020 Jun 05]. Available from: http://hdl.handle.net/20.500.11937/861.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yao J. The Chinese stock market and economic activity. [Thesis]. Curtin University of Technology; 1998. Available from: http://hdl.handle.net/20.500.11937/861

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Sydney

5. Jiang, Yi. Corporate distress prediction in China: a machine learning approach .

Degree: 2019, University of Sydney

 Rapid growth and transformation of the Chinese economy and financial markets coupled with escalating default rates, rising corporate debt, and poor regulatory oversight motivates the… (more)

Subjects/Keywords: Special Treatment; Distress Prediction; Multi-state Modelling; Chinese Stock Market

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jiang, Y. (2019). Corporate distress prediction in China: a machine learning approach . (Thesis). University of Sydney. Retrieved from https://ses.library.usyd.edu.au/handle/2123/21340

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jiang, Yi. “Corporate distress prediction in China: a machine learning approach .” 2019. Thesis, University of Sydney. Accessed June 05, 2020. https://ses.library.usyd.edu.au/handle/2123/21340.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jiang, Yi. “Corporate distress prediction in China: a machine learning approach .” 2019. Web. 05 Jun 2020.

Vancouver:

Jiang Y. Corporate distress prediction in China: a machine learning approach . [Internet] [Thesis]. University of Sydney; 2019. [cited 2020 Jun 05]. Available from: https://ses.library.usyd.edu.au/handle/2123/21340.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jiang Y. Corporate distress prediction in China: a machine learning approach . [Thesis]. University of Sydney; 2019. Available from: https://ses.library.usyd.edu.au/handle/2123/21340

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Manchester

6. Chen, Haojun. Three essays on financial market predictability.

Degree: Thesis (D.B.A.), 2017, University of Manchester

 Prior studies have shown that returns exhibit certain predictable patterns that are inconsistent with the mainstream finance theory. In this thesis, I explore the behaviour… (more)

Subjects/Keywords: 332.64; Market Predictability; Market efficiency; S&P500 futures; Extreme price moves; Momentum reversals; Short selling; Short-sales Constraints; Chinese Stock Market; Stock Market Rumours; Underreaction and Overreaction

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APA (6th Edition):

Chen, H. (2017). Three essays on financial market predictability. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/three-essays-on-financial-market-predictability(b78fcbba-3858-4dce-8b7b-4c6dc035325d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.706270

Chicago Manual of Style (16th Edition):

Chen, Haojun. “Three essays on financial market predictability.” 2017. Doctoral Dissertation, University of Manchester. Accessed June 05, 2020. https://www.research.manchester.ac.uk/portal/en/theses/three-essays-on-financial-market-predictability(b78fcbba-3858-4dce-8b7b-4c6dc035325d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.706270.

MLA Handbook (7th Edition):

Chen, Haojun. “Three essays on financial market predictability.” 2017. Web. 05 Jun 2020.

Vancouver:

Chen H. Three essays on financial market predictability. [Internet] [Doctoral dissertation]. University of Manchester; 2017. [cited 2020 Jun 05]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/three-essays-on-financial-market-predictability(b78fcbba-3858-4dce-8b7b-4c6dc035325d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.706270.

Council of Science Editors:

Chen H. Three essays on financial market predictability. [Doctoral Dissertation]. University of Manchester; 2017. Available from: https://www.research.manchester.ac.uk/portal/en/theses/three-essays-on-financial-market-predictability(b78fcbba-3858-4dce-8b7b-4c6dc035325d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.706270

7. Chen, Haojun. Three Essays on Financial Market Predictability.

Degree: 2017, University of Manchester

 AbstractThe University of Manchester Haojun ChenDoctor of Business Administration (DBA) Three Essays in Financial Market Predictability 16 September 2016Prior studies have shown that returns exhibit… (more)

Subjects/Keywords: Market Predictability; Market efficiency; S&P500 futures; Extreme price moves; Momentum reversals; Short selling; Short-sales Constraints; Chinese Stock Market; Stock Market Rumours; Underreaction and Overreaction

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APA (6th Edition):

Chen, H. (2017). Three Essays on Financial Market Predictability. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307749

Chicago Manual of Style (16th Edition):

Chen, Haojun. “Three Essays on Financial Market Predictability.” 2017. Doctoral Dissertation, University of Manchester. Accessed June 05, 2020. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307749.

MLA Handbook (7th Edition):

Chen, Haojun. “Three Essays on Financial Market Predictability.” 2017. Web. 05 Jun 2020.

Vancouver:

Chen H. Three Essays on Financial Market Predictability. [Internet] [Doctoral dissertation]. University of Manchester; 2017. [cited 2020 Jun 05]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307749.

Council of Science Editors:

Chen H. Three Essays on Financial Market Predictability. [Doctoral Dissertation]. University of Manchester; 2017. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307749


RMIT University

8. Huo, R. Modelling dynamic financial linkages, spillover effects and volatility transmissions: empirical evidence from China and international financial markets.

Degree: 2018, RMIT University

 Over the last two decades, there has been a considerable change in the economic performance of China, making it the world’s most powerful emerging market(more)

Subjects/Keywords: Fields of Research; the Chinese stock market; GARCH; Spillover effects; Financial linkages; Volatility transmissions

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Huo, R. (2018). Modelling dynamic financial linkages, spillover effects and volatility transmissions: empirical evidence from China and international financial markets. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:162544

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huo, R. “Modelling dynamic financial linkages, spillover effects and volatility transmissions: empirical evidence from China and international financial markets.” 2018. Thesis, RMIT University. Accessed June 05, 2020. http://researchbank.rmit.edu.au/view/rmit:162544.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huo, R. “Modelling dynamic financial linkages, spillover effects and volatility transmissions: empirical evidence from China and international financial markets.” 2018. Web. 05 Jun 2020.

Vancouver:

Huo R. Modelling dynamic financial linkages, spillover effects and volatility transmissions: empirical evidence from China and international financial markets. [Internet] [Thesis]. RMIT University; 2018. [cited 2020 Jun 05]. Available from: http://researchbank.rmit.edu.au/view/rmit:162544.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huo R. Modelling dynamic financial linkages, spillover effects and volatility transmissions: empirical evidence from China and international financial markets. [Thesis]. RMIT University; 2018. Available from: http://researchbank.rmit.edu.au/view/rmit:162544

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

9. Chang, Yu-Jen. The Influence that the Stock Options of the Salary Incentive Pay System have on the Management level of Chinese mainland Insurance Industry.

Degree: Master, EMBA, 2008, NSYSU

 Abstract This essay is a study on "the influence that the stock options of the salary incentive pay system have on the management level of… (more)

Subjects/Keywords: golden parachutes; stock options; Chinese mainland insurance market; management; the salary incentive pay system

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APA (6th Edition):

Chang, Y. (2008). The Influence that the Stock Options of the Salary Incentive Pay System have on the Management level of Chinese mainland Insurance Industry. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0903108-164228

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chang, Yu-Jen. “The Influence that the Stock Options of the Salary Incentive Pay System have on the Management level of Chinese mainland Insurance Industry.” 2008. Thesis, NSYSU. Accessed June 05, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0903108-164228.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chang, Yu-Jen. “The Influence that the Stock Options of the Salary Incentive Pay System have on the Management level of Chinese mainland Insurance Industry.” 2008. Web. 05 Jun 2020.

Vancouver:

Chang Y. The Influence that the Stock Options of the Salary Incentive Pay System have on the Management level of Chinese mainland Insurance Industry. [Internet] [Thesis]. NSYSU; 2008. [cited 2020 Jun 05]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0903108-164228.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chang Y. The Influence that the Stock Options of the Salary Incentive Pay System have on the Management level of Chinese mainland Insurance Industry. [Thesis]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0903108-164228

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Boston University

10. Li, Mengmeng. Empirical studies of financial and labor economics.

Degree: PhD, Economics, 2016, Boston University

 This dissertation consists of three essays in financial and labor economics. It provides empirical evidence for testing the efficient market hypothesis in some financial markets… (more)

Subjects/Keywords: Economics; Bitcoin; Chinese stock market; Empirical study; Multiple bubbles; Power couple; Text data mining

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APA (6th Edition):

Li, M. (2016). Empirical studies of financial and labor economics. (Doctoral Dissertation). Boston University. Retrieved from http://hdl.handle.net/2144/17726

Chicago Manual of Style (16th Edition):

Li, Mengmeng. “Empirical studies of financial and labor economics.” 2016. Doctoral Dissertation, Boston University. Accessed June 05, 2020. http://hdl.handle.net/2144/17726.

MLA Handbook (7th Edition):

Li, Mengmeng. “Empirical studies of financial and labor economics.” 2016. Web. 05 Jun 2020.

Vancouver:

Li M. Empirical studies of financial and labor economics. [Internet] [Doctoral dissertation]. Boston University; 2016. [cited 2020 Jun 05]. Available from: http://hdl.handle.net/2144/17726.

Council of Science Editors:

Li M. Empirical studies of financial and labor economics. [Doctoral Dissertation]. Boston University; 2016. Available from: http://hdl.handle.net/2144/17726

11. Tian, Feng. The Application of Fama-French Capital Asset Pricing Model and Quantile Regression on Chinese Stock Market.

Degree: Applied Economics: M.S., Economics, 2019, St. Cloud State University

  Fama-French three factors asset pricing model has been well documented for the stock market cross the world. This research will apply Fama-French model to… (more)

Subjects/Keywords: Asset Pricing; Fama-French Three Factors model; Quantile Regression; Chinese Stock Market

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Tian, F. (2019). The Application of Fama-French Capital Asset Pricing Model and Quantile Regression on Chinese Stock Market. (Masters Thesis). St. Cloud State University. Retrieved from https://repository.stcloudstate.edu/econ_etds/10

Chicago Manual of Style (16th Edition):

Tian, Feng. “The Application of Fama-French Capital Asset Pricing Model and Quantile Regression on Chinese Stock Market.” 2019. Masters Thesis, St. Cloud State University. Accessed June 05, 2020. https://repository.stcloudstate.edu/econ_etds/10.

MLA Handbook (7th Edition):

Tian, Feng. “The Application of Fama-French Capital Asset Pricing Model and Quantile Regression on Chinese Stock Market.” 2019. Web. 05 Jun 2020.

Vancouver:

Tian F. The Application of Fama-French Capital Asset Pricing Model and Quantile Regression on Chinese Stock Market. [Internet] [Masters thesis]. St. Cloud State University; 2019. [cited 2020 Jun 05]. Available from: https://repository.stcloudstate.edu/econ_etds/10.

Council of Science Editors:

Tian F. The Application of Fama-French Capital Asset Pricing Model and Quantile Regression on Chinese Stock Market. [Masters Thesis]. St. Cloud State University; 2019. Available from: https://repository.stcloudstate.edu/econ_etds/10


AUT University

12. Fan, Zhang. The long-run effect of cross-listing on firms: evidence from China .

Degree: AUT University

 This study investigates the long-run stock market and operating performance of Chinese firms cross-listed on the Hong Kong stock exchange over the period of 1993-2012.… (more)

Subjects/Keywords: Cross-listing; Chinese stock market; Hong Kong stock market; Market performance; Operating performance

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Fan, Z. (n.d.). The long-run effect of cross-listing on firms: evidence from China . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/7432

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fan, Zhang. “The long-run effect of cross-listing on firms: evidence from China .” Thesis, AUT University. Accessed June 05, 2020. http://hdl.handle.net/10292/7432.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fan, Zhang. “The long-run effect of cross-listing on firms: evidence from China .” Web. 05 Jun 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Fan Z. The long-run effect of cross-listing on firms: evidence from China . [Internet] [Thesis]. AUT University; [cited 2020 Jun 05]. Available from: http://hdl.handle.net/10292/7432.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Fan Z. The long-run effect of cross-listing on firms: evidence from China . [Thesis]. AUT University; Available from: http://hdl.handle.net/10292/7432

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


RMIT University

13. Hussain, S. Modelling extreme returns in Chinese stock market using extreme value theory and copula approach.

Degree: 2016, RMIT University

 The Chinese stock market has unique features that make it a challenging and interesting research topic. It is one of the biggest stock markets in… (more)

Subjects/Keywords: Fields of Research; Chinese stock market; Extreme returns; Risk management; Extreme Value Theory; Copula; Dependence structure; Global financial crisis (GFC)

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APA (6th Edition):

Hussain, S. (2016). Modelling extreme returns in Chinese stock market using extreme value theory and copula approach. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:161841

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hussain, S. “Modelling extreme returns in Chinese stock market using extreme value theory and copula approach.” 2016. Thesis, RMIT University. Accessed June 05, 2020. http://researchbank.rmit.edu.au/view/rmit:161841.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hussain, S. “Modelling extreme returns in Chinese stock market using extreme value theory and copula approach.” 2016. Web. 05 Jun 2020.

Vancouver:

Hussain S. Modelling extreme returns in Chinese stock market using extreme value theory and copula approach. [Internet] [Thesis]. RMIT University; 2016. [cited 2020 Jun 05]. Available from: http://researchbank.rmit.edu.au/view/rmit:161841.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hussain S. Modelling extreme returns in Chinese stock market using extreme value theory and copula approach. [Thesis]. RMIT University; 2016. Available from: http://researchbank.rmit.edu.au/view/rmit:161841

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Li, Lulu. Crouching Tiger Hidden Success? : A Futurology of the Chinese Stock Market.

Degree: Business Studies, 2006, Södertörn University College

  This Master’s Degree is a futurology that aims to analyse how the Chinese stock market might develop for a period of ten years, i.e.… (more)

Subjects/Keywords: APT; Chinese stock market; forecast; Business and economics; Ekonomi

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APA (6th Edition):

Li, L. (2006). Crouching Tiger Hidden Success? : A Futurology of the Chinese Stock Market. (Thesis). Södertörn University College. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-481

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Lulu. “Crouching Tiger Hidden Success? : A Futurology of the Chinese Stock Market.” 2006. Thesis, Södertörn University College. Accessed June 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-481.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Lulu. “Crouching Tiger Hidden Success? : A Futurology of the Chinese Stock Market.” 2006. Web. 05 Jun 2020.

Vancouver:

Li L. Crouching Tiger Hidden Success? : A Futurology of the Chinese Stock Market. [Internet] [Thesis]. Södertörn University College; 2006. [cited 2020 Jun 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-481.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li L. Crouching Tiger Hidden Success? : A Futurology of the Chinese Stock Market. [Thesis]. Södertörn University College; 2006. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-481

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Canterbury

15. McAleer, M. Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.

Degree: Department of Economics and Finance, 2011, University of Canterbury

 This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its neighbours and trading partners, including Australia, Hong… (more)

Subjects/Keywords: Volatility spillovers; VARMA-GARCH; VARMA-AGARCH; Chinese stock market; Field of Research::14 - Economics::1402 - Applied Economics::140207 - Financial Economics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

McAleer, M. (2011). Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/6485

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

McAleer, M. “Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.” 2011. Thesis, University of Canterbury. Accessed June 05, 2020. http://hdl.handle.net/10092/6485.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

McAleer, M. “Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.” 2011. Web. 05 Jun 2020.

Vancouver:

McAleer M. Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. [Internet] [Thesis]. University of Canterbury; 2011. [cited 2020 Jun 05]. Available from: http://hdl.handle.net/10092/6485.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

McAleer M. Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. [Thesis]. University of Canterbury; 2011. Available from: http://hdl.handle.net/10092/6485

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


RMIT University

16. Huang, S. Work experience and managerial performance & styles: evidence from Chinese mutual fund market.

Degree: 2015, RMIT University

 Work experience is a key factor in hiring decision of managers. However, empirical evidence that early life experience matters is very limited. This thesis fills… (more)

Subjects/Keywords: Fields of Research; Early Life Experience; Career Path; Political Connection; Information Advantage; Stock-picking Ability; Market-timing Ability; Chinese Mutual Fund Market

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APA (6th Edition):

Huang, S. (2015). Work experience and managerial performance & styles: evidence from Chinese mutual fund market. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:161453

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Huang, S. “Work experience and managerial performance & styles: evidence from Chinese mutual fund market.” 2015. Thesis, RMIT University. Accessed June 05, 2020. http://researchbank.rmit.edu.au/view/rmit:161453.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Huang, S. “Work experience and managerial performance & styles: evidence from Chinese mutual fund market.” 2015. Web. 05 Jun 2020.

Vancouver:

Huang S. Work experience and managerial performance & styles: evidence from Chinese mutual fund market. [Internet] [Thesis]. RMIT University; 2015. [cited 2020 Jun 05]. Available from: http://researchbank.rmit.edu.au/view/rmit:161453.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang S. Work experience and managerial performance & styles: evidence from Chinese mutual fund market. [Thesis]. RMIT University; 2015. Available from: http://researchbank.rmit.edu.au/view/rmit:161453

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

17. Guo, Siqi. Market efficiency anomalies : A study of seasonality effect on the Chinese stock exchange.

Degree: Umeå School of Business, 2008, Umeå University

  The Chinese stock market is a remarkable emerging market, the two stock markets Shanghai and Shenzhen Stock Exchanges were both established in 1990, and… (more)

Subjects/Keywords: Chinese stock market; market efficiency anomalies; seasonality effect; Business studies; Företagsekonomi

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APA (6th Edition):

Guo, S. (2008). Market efficiency anomalies : A study of seasonality effect on the Chinese stock exchange. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1581

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Guo, Siqi. “Market efficiency anomalies : A study of seasonality effect on the Chinese stock exchange.” 2008. Thesis, Umeå University. Accessed June 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1581.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Guo, Siqi. “Market efficiency anomalies : A study of seasonality effect on the Chinese stock exchange.” 2008. Web. 05 Jun 2020.

Vancouver:

Guo S. Market efficiency anomalies : A study of seasonality effect on the Chinese stock exchange. [Internet] [Thesis]. Umeå University; 2008. [cited 2020 Jun 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1581.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Guo S. Market efficiency anomalies : A study of seasonality effect on the Chinese stock exchange. [Thesis]. Umeå University; 2008. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1581

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

18. Yang, Yang. Return Correlation of China's Real Estate and Stock Markets.

Degree: Umeå School of Business, 2010, Umeå University

  China’s economy has experienced a spectacular growth and achieved a remarkable success over the past three decades. Opportunities created by the striking economic growth… (more)

Subjects/Keywords: Return Correlation; Diversification Benefit; Chinese Real Estate market; Chinese Stock Market; Business studies; Företagsekonomi

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APA (6th Edition):

Yang, Y. (2010). Return Correlation of China's Real Estate and Stock Markets. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-38319

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yang, Yang. “Return Correlation of China's Real Estate and Stock Markets.” 2010. Thesis, Umeå University. Accessed June 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-38319.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yang, Yang. “Return Correlation of China's Real Estate and Stock Markets.” 2010. Web. 05 Jun 2020.

Vancouver:

Yang Y. Return Correlation of China's Real Estate and Stock Markets. [Internet] [Thesis]. Umeå University; 2010. [cited 2020 Jun 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-38319.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yang Y. Return Correlation of China's Real Estate and Stock Markets. [Thesis]. Umeå University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-38319

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


AUT University

19. Sun, Yiou. Determinants of Idiosyncratic Volatility for Internet Companies: Evidence from China .

Degree: AUT University

 Internet companies are developing rapidly and are harder to value due to a greater uncertainty regarding their future growth. This study is using a group… (more)

Subjects/Keywords: Idiosyncratic Volatility; Internet companies; Chinese stock market; Comparison with other industries

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sun, Y. (n.d.). Determinants of Idiosyncratic Volatility for Internet Companies: Evidence from China . (Thesis). AUT University. Retrieved from http://hdl.handle.net/10292/11952

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sun, Yiou. “Determinants of Idiosyncratic Volatility for Internet Companies: Evidence from China .” Thesis, AUT University. Accessed June 05, 2020. http://hdl.handle.net/10292/11952.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sun, Yiou. “Determinants of Idiosyncratic Volatility for Internet Companies: Evidence from China .” Web. 05 Jun 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Sun Y. Determinants of Idiosyncratic Volatility for Internet Companies: Evidence from China . [Internet] [Thesis]. AUT University; [cited 2020 Jun 05]. Available from: http://hdl.handle.net/10292/11952.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Sun Y. Determinants of Idiosyncratic Volatility for Internet Companies: Evidence from China . [Thesis]. AUT University; Available from: http://hdl.handle.net/10292/11952

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

20. Jiao, Jian. Do Chinese underwriters grandstand to attract more firms when they are ready to go public?.

Degree: Umeå School of Business, 2010, Umeå University

  The concept of grandstanding comes from Gompers (1996), in his article, he defined “to grandstand” as “to act or conduct oneself with a view… (more)

Subjects/Keywords: Initial Public Offering; underpricing; Grandstanding hypothesis; Chinese stock market; underwriter; Business studies; Företagsekonomi

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APA (6th Edition):

Jiao, J. (2010). Do Chinese underwriters grandstand to attract more firms when they are ready to go public?. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34920

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jiao, Jian. “Do Chinese underwriters grandstand to attract more firms when they are ready to go public?.” 2010. Thesis, Umeå University. Accessed June 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34920.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jiao, Jian. “Do Chinese underwriters grandstand to attract more firms when they are ready to go public?.” 2010. Web. 05 Jun 2020.

Vancouver:

Jiao J. Do Chinese underwriters grandstand to attract more firms when they are ready to go public?. [Internet] [Thesis]. Umeå University; 2010. [cited 2020 Jun 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34920.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jiao J. Do Chinese underwriters grandstand to attract more firms when they are ready to go public?. [Thesis]. Umeå University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34920

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of St. Andrews

21. Liang, Jing. Market segmentation and dual-listed stock price premium - an empirical investigation of the Chinese stock market .

Degree: 2009, University of St. Andrews

 This thesis comprises, firstly, a careful and detailed description of the institutional workings of the Chinese stock market; secondly, a literature review of the Chinese(more)

Subjects/Keywords: Stock market segmentation; Dual-listed shares; Chinese A-shares premium

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APA (6th Edition):

Liang, J. (2009). Market segmentation and dual-listed stock price premium - an empirical investigation of the Chinese stock market . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/894

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Liang, Jing. “Market segmentation and dual-listed stock price premium - an empirical investigation of the Chinese stock market .” 2009. Thesis, University of St. Andrews. Accessed June 05, 2020. http://hdl.handle.net/10023/894.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Liang, Jing. “Market segmentation and dual-listed stock price premium - an empirical investigation of the Chinese stock market .” 2009. Web. 05 Jun 2020.

Vancouver:

Liang J. Market segmentation and dual-listed stock price premium - an empirical investigation of the Chinese stock market . [Internet] [Thesis]. University of St. Andrews; 2009. [cited 2020 Jun 05]. Available from: http://hdl.handle.net/10023/894.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liang J. Market segmentation and dual-listed stock price premium - an empirical investigation of the Chinese stock market . [Thesis]. University of St. Andrews; 2009. Available from: http://hdl.handle.net/10023/894

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

22. QIAO ZHUO. Essays on Segmentation of Chinese Stock Markets: Nonlinear Analyses.

Degree: 2007, National University of Singapore

Subjects/Keywords: Stock Market Segmentation; Chinese stock markets; Markov Switching GARCH; FIVECM-BEKK; Nonlinear Granger Causality

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APA (6th Edition):

ZHUO, Q. (2007). Essays on Segmentation of Chinese Stock Markets: Nonlinear Analyses. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/28133

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ZHUO, QIAO. “Essays on Segmentation of Chinese Stock Markets: Nonlinear Analyses.” 2007. Thesis, National University of Singapore. Accessed June 05, 2020. http://scholarbank.nus.edu.sg/handle/10635/28133.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ZHUO, QIAO. “Essays on Segmentation of Chinese Stock Markets: Nonlinear Analyses.” 2007. Web. 05 Jun 2020.

Vancouver:

ZHUO Q. Essays on Segmentation of Chinese Stock Markets: Nonlinear Analyses. [Internet] [Thesis]. National University of Singapore; 2007. [cited 2020 Jun 05]. Available from: http://scholarbank.nus.edu.sg/handle/10635/28133.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ZHUO Q. Essays on Segmentation of Chinese Stock Markets: Nonlinear Analyses. [Thesis]. National University of Singapore; 2007. Available from: http://scholarbank.nus.edu.sg/handle/10635/28133

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. Abdi, Abdirahman. Market efficiency for two classes of stocks in China: state owned and private companies.

Degree: Business Administration, 2012, Umeå University

  The fast-growing economy in China attracts the world’s interests, which includes the Chinese stock markets. The market efficiency of Chinese stock markets is widely… (more)

Subjects/Keywords: Efficient Market Hypothesis; Random Walk; Degree of Market efficiency; Anomaly; Chinese stock markets; State-owned enterprises; Ownership; Market Capitalizations.

…background of Efficient Market theory and Chinese stock markets. Then we introduce the existing… …a B-share market was established from the very beginning of the Chinese stock markets. The… …markets. Although the Chinese stock market is extremely risky in some years (the total… …2011. Figure 1: Summary of Chinese stock market and GDP from 2000 to 2009 One interesting… …Chapter 1 : Introduction proportion of the total Chinese stock market value. The State-owned… 

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APA (6th Edition):

Abdi, A. (2012). Market efficiency for two classes of stocks in China: state owned and private companies. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-61803

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Abdi, Abdirahman. “Market efficiency for two classes of stocks in China: state owned and private companies.” 2012. Thesis, Umeå University. Accessed June 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-61803.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Abdi, Abdirahman. “Market efficiency for two classes of stocks in China: state owned and private companies.” 2012. Web. 05 Jun 2020.

Vancouver:

Abdi A. Market efficiency for two classes of stocks in China: state owned and private companies. [Internet] [Thesis]. Umeå University; 2012. [cited 2020 Jun 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-61803.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Abdi A. Market efficiency for two classes of stocks in China: state owned and private companies. [Thesis]. Umeå University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-61803

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Stirling

24. Wang, Chaoyan. Securities trading in multiple markets: the Chinese perspective.

Degree: PhD, Stirling Management School, 2009, University of Stirling

 This thesis studies the trading of the Chinese American Depositories Receipts (ADRs) and their respective underlying H shares issued in Hong Kong. The primary intention… (more)

Subjects/Keywords: American Depository Receipt; Chinese ADRs; market microstructure; liquidity; liquidity risk; Mixture of Distributions Hypothesis; Sequential Information Arrival Hypothesis; asymmetric GARCH models; Investments, Foreign China; International business enterprises China; Stock exchanges China; Securities China

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APA (6th Edition):

Wang, C. (2009). Securities trading in multiple markets: the Chinese perspective. (Doctoral Dissertation). University of Stirling. Retrieved from http://hdl.handle.net/1893/2278

Chicago Manual of Style (16th Edition):

Wang, Chaoyan. “Securities trading in multiple markets: the Chinese perspective.” 2009. Doctoral Dissertation, University of Stirling. Accessed June 05, 2020. http://hdl.handle.net/1893/2278.

MLA Handbook (7th Edition):

Wang, Chaoyan. “Securities trading in multiple markets: the Chinese perspective.” 2009. Web. 05 Jun 2020.

Vancouver:

Wang C. Securities trading in multiple markets: the Chinese perspective. [Internet] [Doctoral dissertation]. University of Stirling; 2009. [cited 2020 Jun 05]. Available from: http://hdl.handle.net/1893/2278.

Council of Science Editors:

Wang C. Securities trading in multiple markets: the Chinese perspective. [Doctoral Dissertation]. University of Stirling; 2009. Available from: http://hdl.handle.net/1893/2278

25. Zhang, Lina. Comparing CAPM and APT in the Chinese Stock Market.

Degree: Business Administration, 2012, Umeå University

  As the stock market plays an important role in the global economy and Chinese economy become progressively significant part of the world economy, we… (more)

Subjects/Keywords: ln returns; CAPM; APT Model; Chinese Stock Market; SME Board; ChiNext Board

Chinese stock market and our research purpose for our readers. We also state our expected… …there is no studying in Chinese stock market which is the second largest market in the world… …finance issue based on the Chinese stock market, our aim is trying to provide our advice to… …Chinese market as it is the second biggest stock market in the world and it is the fastest… …historical reasons, the Chinese stock market contains a substantial proportion of State-Owned… 

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APA (6th Edition):

Zhang, L. (2012). Comparing CAPM and APT in the Chinese Stock Market. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76699

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zhang, Lina. “Comparing CAPM and APT in the Chinese Stock Market.” 2012. Thesis, Umeå University. Accessed June 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76699.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zhang, Lina. “Comparing CAPM and APT in the Chinese Stock Market.” 2012. Web. 05 Jun 2020.

Vancouver:

Zhang L. Comparing CAPM and APT in the Chinese Stock Market. [Internet] [Thesis]. Umeå University; 2012. [cited 2020 Jun 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76699.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhang L. Comparing CAPM and APT in the Chinese Stock Market. [Thesis]. Umeå University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76699

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

26. Geng, Haoming. The Performance of Technical Analysis : A case study in Chinese domestic A share.

Degree: Umeå School of Business, 2010, Umeå University

  In this thesis, we conduct a case study by applying simple technical trading rules on Chinese stock market. The technical trading rules we tested… (more)

Subjects/Keywords: Technical analysis; Chinese stock market; Moving average; Trading range breakout; Sharpe ratio; mean return; Business studies; Företagsekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Geng, H. (2010). The Performance of Technical Analysis : A case study in Chinese domestic A share. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-35658

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Geng, Haoming. “The Performance of Technical Analysis : A case study in Chinese domestic A share.” 2010. Thesis, Umeå University. Accessed June 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-35658.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Geng, Haoming. “The Performance of Technical Analysis : A case study in Chinese domestic A share.” 2010. Web. 05 Jun 2020.

Vancouver:

Geng H. The Performance of Technical Analysis : A case study in Chinese domestic A share. [Internet] [Thesis]. Umeå University; 2010. [cited 2020 Jun 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-35658.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Geng H. The Performance of Technical Analysis : A case study in Chinese domestic A share. [Thesis]. Umeå University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-35658

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

27. Chen, Shen. Three Essays on the Impacts of China’s Monetary Policy.

Degree: PhD, Economics, 2018, Western Michigan University

  China has experienced high speed of economic growth, trying to catch up with the developed countries. Monetary policy has played a more and more… (more)

Subjects/Keywords: monetary policy; China's economy; housing price; stock market; Chinese Studies; Economic Policy

…immature market economy, Chinese stock index fluctuated wildly since the beginning of the… …generation of Chinese stock market. China still needs to make improvements in law, regulation and… …this phenomenon, both Chinese investors and government believed that the Chinese stock market… …growth using Chinese quarterly data from 1994 to 2003. They believed the stock market activity… …Long (2006) analyzed the impact of monetary policy on the Chinese stock market… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chen, S. (2018). Three Essays on the Impacts of China’s Monetary Policy. (Doctoral Dissertation). Western Michigan University. Retrieved from https://scholarworks.wmich.edu/dissertations/3340

Chicago Manual of Style (16th Edition):

Chen, Shen. “Three Essays on the Impacts of China’s Monetary Policy.” 2018. Doctoral Dissertation, Western Michigan University. Accessed June 05, 2020. https://scholarworks.wmich.edu/dissertations/3340.

MLA Handbook (7th Edition):

Chen, Shen. “Three Essays on the Impacts of China’s Monetary Policy.” 2018. Web. 05 Jun 2020.

Vancouver:

Chen S. Three Essays on the Impacts of China’s Monetary Policy. [Internet] [Doctoral dissertation]. Western Michigan University; 2018. [cited 2020 Jun 05]. Available from: https://scholarworks.wmich.edu/dissertations/3340.

Council of Science Editors:

Chen S. Three Essays on the Impacts of China’s Monetary Policy. [Doctoral Dissertation]. Western Michigan University; 2018. Available from: https://scholarworks.wmich.edu/dissertations/3340

28. Hou, Xiaofang. The Impact of Overseas Stock Markets on Chinese Stock Markets at the Background of Financial Crises : From the Perspective of Price Index.

Degree: Business Administration, 2013, Umeå University

Subjects/Keywords: Financial globalization; financial crisis; Chinese stock markets; European stock markets; US stock markets; efficient market hypothesis; co-integration; ADF test; Johansen test; VAR model and Granger causality test

…world equity market launched from the 16th century, but the history of Chinese mainland stock… …and suggestions that can tell the investors whether Chinese stock market is a good… …striving to understand the connection between Chinese stock market and overseas stock markets. On… …do this research, to see whether Chinese stock market will be more connected with… …40 Table 3: Marks of daily closing price index of China, Europe and U.S. stock market after… 

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APA (6th Edition):

Hou, X. (2013). The Impact of Overseas Stock Markets on Chinese Stock Markets at the Background of Financial Crises : From the Perspective of Price Index. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-82853

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hou, Xiaofang. “The Impact of Overseas Stock Markets on Chinese Stock Markets at the Background of Financial Crises : From the Perspective of Price Index.” 2013. Thesis, Umeå University. Accessed June 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-82853.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hou, Xiaofang. “The Impact of Overseas Stock Markets on Chinese Stock Markets at the Background of Financial Crises : From the Perspective of Price Index.” 2013. Web. 05 Jun 2020.

Vancouver:

Hou X. The Impact of Overseas Stock Markets on Chinese Stock Markets at the Background of Financial Crises : From the Perspective of Price Index. [Internet] [Thesis]. Umeå University; 2013. [cited 2020 Jun 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-82853.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hou X. The Impact of Overseas Stock Markets on Chinese Stock Markets at the Background of Financial Crises : From the Perspective of Price Index. [Thesis]. Umeå University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-82853

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

29. Hua, Jian. La découverte du prix sur les marchés boursiers chinois : Price discovery in the Chinese stock markets.

Degree: Docteur es, Sciences économiques, 2014, Aix Marseille Université

Cette thèse se compose de trois essais autonomes sur le marché boursier chinois. Le premier essai examine le processus de la découverte du prix des… (more)

Subjects/Keywords: Découverte du prix; Asymétrie de l'information; Changements de régime de change; Décote de prix des actions A et H; Marché boursier chinois; Rendements cotés en séance et hors séance; Transmission de rendements et de volatilités; Price discovery; Asymmetric information; Change of exchange rate regime; H-Share discount; Chinese stock market; Daytime and overnight returns; Volatility and return spillovers

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hua, J. (2014). La découverte du prix sur les marchés boursiers chinois : Price discovery in the Chinese stock markets. (Doctoral Dissertation). Aix Marseille Université. Retrieved from http://www.theses.fr/2014AIXM2014

Chicago Manual of Style (16th Edition):

Hua, Jian. “La découverte du prix sur les marchés boursiers chinois : Price discovery in the Chinese stock markets.” 2014. Doctoral Dissertation, Aix Marseille Université. Accessed June 05, 2020. http://www.theses.fr/2014AIXM2014.

MLA Handbook (7th Edition):

Hua, Jian. “La découverte du prix sur les marchés boursiers chinois : Price discovery in the Chinese stock markets.” 2014. Web. 05 Jun 2020.

Vancouver:

Hua J. La découverte du prix sur les marchés boursiers chinois : Price discovery in the Chinese stock markets. [Internet] [Doctoral dissertation]. Aix Marseille Université 2014. [cited 2020 Jun 05]. Available from: http://www.theses.fr/2014AIXM2014.

Council of Science Editors:

Hua J. La découverte du prix sur les marchés boursiers chinois : Price discovery in the Chinese stock markets. [Doctoral Dissertation]. Aix Marseille Université 2014. Available from: http://www.theses.fr/2014AIXM2014

30. Jiao, Wenting. Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French.

Degree: Docteur es, Sciences de gestion, 2017, Rennes 1

 Notre thèse explore les facteurs de risque et les modèles des facteurs sur le marché boursier chinois A-share. Notre étude est basée sur le contexte… (more)

Subjects/Keywords: Modèle Fama-French à Trois Facteurs; Modèle Fama-French à Cinq Facteurs; Marché boursier chinois A-Share; Innovations de variables d'état; Facteur de risque de détresse; Fama-French Three-Factor Model; Fama-French Five-Factor Model; Chinese A-Share stock market; Innovations in state variables; Distress risk factor

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jiao, W. (2017). Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French. (Doctoral Dissertation). Rennes 1. Retrieved from http://www.theses.fr/2017REN1G013

Chicago Manual of Style (16th Edition):

Jiao, Wenting. “Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French.” 2017. Doctoral Dissertation, Rennes 1. Accessed June 05, 2020. http://www.theses.fr/2017REN1G013.

MLA Handbook (7th Edition):

Jiao, Wenting. “Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French.” 2017. Web. 05 Jun 2020.

Vancouver:

Jiao W. Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French. [Internet] [Doctoral dissertation]. Rennes 1; 2017. [cited 2020 Jun 05]. Available from: http://www.theses.fr/2017REN1G013.

Council of Science Editors:

Jiao W. Exploring Risk Factors on Chinese A Share Stock Market - in the Frame of Fama - French Factor Model : Exploration des facteurs de risque sur le marché boursier chinois A-share – dans le cadre du modèle facteur de Fama-French. [Doctoral Dissertation]. Rennes 1; 2017. Available from: http://www.theses.fr/2017REN1G013

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