Hong Kong Stock Market
Duration dependence test of rational speculative bubbles: a case study of Hong Kong stock market
... the Hong Kong stock market, this research will be more comprehensive for the following ...the stock price behavior. Second, by using time-series stock returns, a new model called ...
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Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market
... This paper characterizes the volatility in Hong Kong Stock Market based on a 2-year sample of 5-min Heng Seng Index. By using the method of Flexible Fourier Form Filtering, we have successful ...
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Duration dependence test of rational speculative bubbles: a case study of the Hong Kong stock market
... the stock market potential could be interfered by the Chinese ...the Hong Kong stock market using the duration dependence test developed by McQueen and Thorley ...of Hong ...
12
The Driving Forces of Stock Returns in Hong Kong
... each stock in the Hong Kong stock market from ...income, market capitalization, dividend per share, depreciation, long-term debt, unadjusted closing price, and shares ...its ...
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Contagion in International Stock Markets during the Sub Prime Mortgage Crisis
... between stock markets after the US stock market crash of 1987, Mexican peso devaluation of 1994, and the Asian crisis of ...the Hong Kong market in October ...international ...
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A Principal Component Approach to Measuring Investor Sentiment in Hong Kong
... and Hong Kong, this paper develops a new market sentiment index for the Hong Kong stock market, one of the largest stock market in the ...the Hong ...
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An empirical evaluation of the information content of share option scheme announcements in Hong Kong : a thesis presented in partial fulfilment of the requirements for degree of Master of Business Studies in Accountancy at Massey University, Palmerston North, New Zealand
... Further investigation reveals that the Hong Kong stock market reacts less unfavorably to share option scheme announcement by financial companies and large size firms with higher positive[r] ...
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Shanghai Hong Kong stock connect: an analysis of Chinese partial stock market liberalization impact on the local and foreign markets
... host market (Shanghai stock market) and the destination market (Hong Kong stock ...intermediary, Hong Kong remains the most important offshore RMB hub. ...
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Threshold Model of Japan, U.K. and Canada Stock Market Volatility in Asia Markets Influence: Empirical Study of Hong Kong Market
... Asian. Hong Kong has also a close relationship with the ...international stock market, he/she will usually care about the international capital the motion situation, the international politics ...
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Study on the Systemic Risk of China’s Stock Markets under Risk Neutral Conditions
... financial market. For example, in the 2014-2015 stock market disaster in China and the Hong Kong stock market crash, the Shanghai 50 Index fell from 3303 to 2376 in a ...
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Are Hong Kong Investors Interested in Shenzhen Hong Kong Stock Connect—An Investor Behavior Analysis Based on Shanghai Hong Kong Stock Connect
... Shanghai-Hong Kong Stock ...companies, market and macroeconomic operation are main factors influencing the capital flow microcosmically, mesoscopically and ...Shenzhen-Hong Kong ...
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Determinants of Economic Growth in Hong Kong: The Role of Stock Market Development
... of stock market development using the PCA ...popular stock market indicators, namely: market capitalization ratio, total value of trade ratio, and turnover ...of stock ...
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Empirical investigations into stock market integration and risk monitoring of the emerging Chinese stock markets
... Mainland stock markets; domestic investors with foreign equity holdings would become more responsive to changes in other world’s major stock ...a market with fewer foreign investment restrictions ...
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International stock market comovements: what happened during the financial crisis?
... the stock market comovements in Australia, Brazil, Canada, China, Germany, Hong Kong, Japan, Russia, South Africa, the UK, and the USA, both at the market and sectoral level in ...U.S. ...
22
Stock Market Linkages and Spillover Effects: An Empirical Analysis of Select Asian Markets
... Results from Diebold and Yilmaz (2012) spillover index methodology estab- lish highest gross return spillovers (measured as the sum of return spillovers to other markets and from other markets) as well as net return ...
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Availability, Affordability and Volatility: the case of Hong Kong Housing Market
... the market anticipate a high demand for housing, the amount of land area sold by the government to the private developers would ...In Hong Kong, the new supply of housing is dominated by a few ...the ...
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An Influence of U.K. and U.S. Stock Market Volatilities in China Stock Markets: Empirical Study of Hong Kong and Shanghai Markets
... the Hong Kong’s and the Shanghai’s stock ...the Hong Kong’s and the Shanghai’s stock markets is a positive ...two stock markets is synchronized ...the Hong Kong’s and the ...
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Hong Kong Petroleum Stock Pricing Model
... models (0.991 for Sinopec Corp., 0.994 for Petro China Company Limited, 0.971 for CNOOC Limited), meaning that the models have very high prediction power. We can therefore compare the market price and the ...
6
A New Revisit Evidence of Stock Markets’ Interrelationships in the Greater China
... and Hong Kong appear to experience increasing real and financial integration while Hong Kong and Tai- wan show no substantial gain in the integration ...(e.g. stock market) in ...
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The Impact of Shanghai Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market
... Tables 5 and 6 report the five average abnormal daily return of upper and lower price limit hitting stocks in the four groups Non-Covered Before, Covered Before, Non-Covered After and Co[r] ...
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