Shanghai Stock Exchange
Impact of macroeconomic events on shanghai stock exchange
... the Shanghai Stock Exchange Composite Index by applying event-study technique for quantifying Average Abnormal Returns and Cumulative Average Abnormal Returns and test for statistical significance of ...
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Application of the Stock Selection Criteria of Three Value Investors, Benjamin Graham, Peter Lynch, and Joel Greenblatt: A Case of Shanghai Stock Exchange from 2006 to 2011
... the Shanghai Stock Exchange A Share Index from year 2006 to ...Three stock selection methods were applied from the Benjamin Graham’s criteria, two selection methods were adopted from Peter ...
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Volatility Switching in Shanghai Stock Exchange: Does regulation help reduce volatility?
... the stock returns in SSE will be investigated using the two approaches mentioned ...other stock markets, but the volatility reduced significantly ...
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Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India
... on Shanghai Stock Exchange (SSE) Composite returns and Indian macroeconomic factors on Nifty returns based on monthly data from January 1998 to December ...Chinese exchange rate influence the ...
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FINANCIAL PERFORMANCE AND STOCK RETURNS AMONG LISTED BANKS IN KENYA
... and stock returns: an empirical study of the top performing stocks listed on Shanghai stock exchange for the period 1996 to ...the stock price changes in the first two years during the ...
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A STUDY OF INVESTORS’ PERCEPTION TOWARDS STOCK MARKET IN JALANDHAR
... joint stock company to get a fixed capital stock and by consequence of which regular trading in stock happened on Amsterdam ...Exchange. Stock market is said to be the barometer of any ...
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Empirical Analysis on Price-Volume Relation in the Stock Market of China
... This paper is divided into five parts. The first part presents introduction, which discusses the research motivations, and the second part reviews the past literature, which discusses the price- volume relation and the ...
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Is India really competing with China on a macro economic base
... Bombay Stock Exchange, People‟s bank of China, Shanghai stock exchange and Data monitor for the span of 10 years from 2006 to ...ie, exchange rates, short term interest rates, ...
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Risk Measurement of Chinese Stock Market Based on GARCH Model and Extreme Value Theory
... the Shanghai Composite Index, Shanghai Stock Exchange 180 Index and Shenzhen Composite Index under the normal distribution, t distribution and GED distribution, and calculated the ...
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Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets
... two stock markets in Mainland China, the Shanghai Stock Exchange (SSE) and the Shenzhen Stock Exchange (SZSE) began their operations in De- cember ...both stock markets ...
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The Signaling Effect of Listed Companies’ Executives’ Shares Reduction —Empirical Evidence from Securities Lending Transactions in Chinese A Share Market
... Shenzhen Stock Exchange and The Operating Guide for the Company’s Shares held by Directors, Supervisors and Senior Executives of Listed Companies of Shanghai Stock Exchange was ...
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Long-run Overseas Portfolio Diversification Benefits and Opportunities of Asian Emerging Stock Markets and Developed Markets
... emerging stock markets and developed ...were Shanghai Stock Exchange Composite Index (China), S&P CNX Nifty (India), Jakarta Composite Index (Indonesia), Kospi Index (Korea), KLSE ...
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Shanghai Hong Kong stock connect: an analysis of Chinese partial stock market liberalization impact on the local and foreign markets
... (Shanghai stock market) and the destination market (Hong Kong stock ...the Shanghai Stock Exchange (SHSE), increased integration of China’s capital markets into the global ...
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The Research on the Forecasting of Stock Price Based on the Improved Neural Network
... Because financial data is what we need in this part, especially the data of Chinese financial markets. Therefore, we chosen the SSE (Shanghai Stock Exchange) Composite Index, its period from 2006 to ...
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A Stock Market Filtering Model Based on Minimum Spanning Tree in Financial Networks
... a stock market filtering model using the correlation - based financial networks in which network nodes represent the potential stocks and network edges indicate the correlation coefficients of corresponding ...
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THE EFFECTS OF FINANCIAL REPORTING QUALITY ON INFORMATION ASYMMETRY AND ITS IMPACTS ON INVESTMENT EFFICIENCY
... Indonesia Stock Exchange which their annual financial statements received qualified ...Indonesia Stock Exchange (Hoesen, 2014). The Indonesia Stock Exchange also conducted an ...
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Stock Market Volatility: Comparison Between Dhaka Stock Exchange and Chittagong Stock Exchange
... (Dhaka Stock Exchange) and CSE (Chittagong Stock Exchange) trading system is fully automated screen ...the Stock Exchanges of Bangladesh provide Clearing Services for members through ...
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Vol 5, No 04 (2017)
... the exchange rate against the US dollar after the subprime mortagage daily to avoid anomalies that since January 5 th , 2015 until November 30 th , ...of stock index closing time until the first day of ...
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Stock Market Anomalies: A Calender Effect in BSE Sensex
... Different researchers have used different event windows to study Turn of the Month Effect. Ariel (1987) while evaluating turn of the month effect, defined his event window as (-1, +4) i.e. last working day of previous ...
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Financial Anomalies: Examination of Chinese B‐share Markets from 1993 to 2006
... The Chinese share markets are more volatile than those mature markets, the government interference always drives shares to plunge or soar quickly. The Chinese government was always to blame because it had faithfully ...
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