Now showing items 1-3 of 3
An empirical analysis of the effects of market response to bank loan announcements in Hong Kong stock market
(MacMillan Publishers Ltd, 2011-06)
This research extends the study of Boscaljon and Ho and test the effect of market response to bank loan announcement in the Hong Kong banking market after the 1997 Asian crisis. The study also investigates whether bank is ...
An empirical analysis of the Chinese Stock Market: overvalued/undervalued
This study examines whether the Chinese stock markets been overvalued using the dividend discount model. We investigate how much have the economic and price-based factors, such as term structure, inflation and price momentum ...
An empirical cross-section analysis of stock returns on the Chinese A-share stock market
(LLC “СPС “Business Perspectives”, 2013)
This study applied the Fama-French three-factor model (1993) and CAPM to examine A-shares in Chinese equity market from 1996 to 2005. The authors find a positive relation between book-to-market ratio and stock excess ...