Efficiency of China's Stock Market
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€192.20
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A01=Shiguang Ma
abnormal
Age Group_Uncategorized
Age Group_Uncategorized
Announcement Date
Author_Shiguang Ma
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Category1=Non-Fiction
Category=KJ
China's Stock Market
chinas
China’s Stock Market
COP=United States
Cumulative Abnormal Returns
Delivery_Pre-order
eq_bestseller
eq_business-finance-law
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Event Date
form
Form Efficient Market
hypothesis
Informational Efficiency
Language_English
Legal Person Shares
Listed Companies
markets
Normal Daily Return
PA=Temporarily unavailable
Price_€100 and above
PS=Active
random
Random Walk Hypothesis
returns
Semi-strong Form Efficient
Serial Correlation
Serial Correlation Coefficient Test
Shanghai Market
Shanghai Stock Exchange
shenzhen
Shenzhen Markets
Shenzhen Stock Exchange
Significantly Positive Returns
softlaunch
Specific Event Date
Strong Form Efficiency
Variance Ratio Test
walk
weak
Weak Form Efficiency
Weak Form Market Efficiency
Product details
- ISBN 9780815397700
- Weight: 720g
- Dimensions: 152 x 229mm
- Publication Date: 29 Nov 2017
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Hardback
- Language: English
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By investigating the efficiency of China's stock market in accordance with the theoretical framework of the Efficient Market Hypothesis, this book focuses on weak form and semi-strong form market efficiency. Empirical tests have been intensively conducted on the random walk hypothesis, the presence of market seasonality and the price reaction to publicly released information. In addition The Efficiency of China's Stock Market provides a comparative analysis between China's stock market and other countries' stock markets.
