The Efficiency of China's Stock Market

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 pres...

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Detalles Bibliográficos
Otros Autores: Ma, Shiguang, author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Routledge 2017.
Edición:1st edition
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009631359106719
Descripción
Sumario: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.
Descripción Física:1 online resource (302 pages)