The Efficiency of China's Stock Market

The Efficiency of China's Stock Market
Author :
Publisher : Routledge
Total Pages : 302
Release :
ISBN-10 : 9781351146913
ISBN-13 : 1351146912
Rating : 4/5 (912 Downloads)

Book Synopsis The Efficiency of China's Stock Market by : Shiguang Ma

Download or read book The Efficiency of China's Stock Market written by Shiguang Ma and published by Routledge. This book was released on 2017-11-30 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

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