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The Chinese stock market : efficiency, predictability, and profitability / Nicolaas Groenewold ... [and others].
Lippincott Library HG5782 .C448 2004
Available
- Format:
- Book
- Series:
- Advances in Chinese economic studies series
- Advances in Chinese economic studies
- Language:
- English
- Subjects (All):
- Stock exchanges--China.
- Stock exchanges.
- China.
- Stocks--China.
- Stocks.
- Securities--China.
- Securities.
- Physical Description:
- xii, 248 pages : illustrations ; 25 cm.
- Place of Publication:
- Cheltenham, UK ; Northampton, MA : Edward Elgar, [2004]
- Contents:
- 2 An overview of Chinese stock market development 9
- 3 Empirical studies: a survey 44
- 4 Market efficiency 73
- 5 Profitability and trading rules 91
- 6 Stock returns and market turnover 112
- 7 Greater China share markets 135
- 8 The stock return-volume relation and policy effects: the case of the Chinese energy sector 190.
- Notes:
- Includes bibliographical references (pages 234-243) and index.
- Local Notes:
- Acquired for the Penn Libraries with assistance from the Simon Nelson Patten Fund.
- Presented by The American Academy of Political and Social Science in memory of Simon Nelson Patten; 2004/2005
- ISBN:
- 1843766221
- OCLC:
- 55494994
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