Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 24 for “"Chinese stock market"”.
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Is the Chinese stock market overvalued?
The Chinese stock market has experienced tremendous growth and development over the past years. It is now the second largest stock market in Asia (after Japan). The increasing numbers of stock investors and the generally upward trend of the local stock indexes transform the Chinese stock market …
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The Evolution of Efficiency in the Chinese Stock Market
… examines the weak-form efficiency of the Chinese stock market and provides evidence on how the market efficiency evolved throughout the last three decades. The Shanghai Composite Index (SSEC) and the Shenzhen Component Index (SZSE) are the primary indicators of the Chinese stock market in …
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News Sentiment and Stock Return in the Chinese Stock Market
<p>This dissertation studies the effects on stock returns of CSI 300 closing price in Chinese stock market by Sentiment Index of the Social and News Media from the Thomson Reuters MarketPsych Indices. We find that the Sentiment Index is positively related to stock return of CSI 300 closing price. …
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Individual investors, social media and Chinese stock market : a correlation study
Chinese stock market is a unique financial market where heavy involvement of individual investors exists. This article explores how the sentiment expressed on social media is correlated with the stock market in China. Textual analysis for posts from one of the most popular social media in China is …
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Conditional Asset Pricing Models via Machine Learnings for the Chinese Stock Market
… features and distinctive return dynamics of the Chinese stock market, this dissertation develops a unified conditional asset pricing framework that integrates time-varying risk exposures, distributional asymmetry, and high-dimensional information. The analysis addresses three interrelated …
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Reshaping the Chinese Stock Market to Accommodate Red-chips: Practice, Balance and Consequence
In the Chinese stock market parlance, red-chips refer to Chinese companies that are incorporated overseas but have their main business operation in China, regardless of whether they are listed or not. Red-chips include Chinese state-owned enterprises, but this thesis focuses on those that are not …
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Corporate Governance, Firm Performance, and Information Leakage: an Empirical Analysis of the Chinese Stock Market
… firm performance and information leakage in the Chinese securities market. As one of the major emerging markets in the world, the results of this thesis are valuable not only to the Chinese market, but also to other emerging markets. To achieve this purpose, data is collected from most of the …
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Testing Alternative Versions of the Fama-French Five-Factor Model: Evidence from Chinese Non-Financial Firms
… of the Fama-French model within the Chinese stock market. While the Fama-French model is extensively used in asset pricing, its performance in emerging markets like China remains insufficiently explored. The Chinese stock market is characterized by unique features such as the …
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Range-based Volatility Modelling, Forecasting and Spillovers
… models to study volatility spillovers during Chinese stock market turbulence. The first study compares the predictive ability of six parametric range-based volatility estimators, including the vanilla and asymmetric conditional autoregressive range(CARR) model, the simple, component and …
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An investigation of stock market volatility in Chinese stock markets and the effects of institutional investors
… to the literature on the investigation of stock market volatility in Chinese stock markets and the effects of institutional investors.;Chapter 2 focuses on the key characteristics of China's stock market that the volatility of stock returns tends to be greater, and to persist for longer, …
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Empirical studies of financial and labor economics
… empirical evidence for testing the efficient market hypothesis in some financial markets and for analyzing the trends of power couples’ concentration in large metropolitan areas. The first chapter investigates the Bitcoin market’s efficiency by examining the correlation between social media …
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The Scattered Accounts: Trading Dynamics and Community Formation Among Retail Investors (Sanhu) in China’s Stock Market
The Chinese stock market is known for its volatility. Even after more than three decades of establishment, the Chinese stock market continues to be experimental, representing the socialist state’s attempt to explore a market economy that aligns with its governance. Commentators often attribute this …
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Essays on financial market imperfections
… consists of three chapters on financial market imperfections, in particular, information imperfections. Chapter 1 studies how the existence of a fixed cost per transaction faced by uninformed investors hampers information revelation through price and exacerbates adverse selection. The …
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The aftermarket performance of Chinese a share IPOs
… years) of 328 new issues listed on the Shanghai Stock Exchange and Shenzhen Stock Exchange from 1 January 1997 to 31 May 1999. The average market-adjusted initial return of our study sample is 135.44 percent, suggesting that the successful application of IPOs is nearly a sure way to make money in …
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Decoding Relations between Geopolitical Risk and Financial Markets
… between geopolitical risk and financial markets by analyzing two major geopolitical events: the Russia-Ukraine conflict and China-related tensions. Using Latent Dirichlet Allocation (LDA) topic modeling, it identifies key topics discussed in business media. Through ordinary least squares …
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How to Exit Successfully via IPOs: An insight into the listing requirements of the emerging Growth Enterprise Market of China
Listing requirements are different across various stock markets. The Growth Enterprise Market of China (GEMC)—an emerging listing venue launched in 2009—has strict entry requirements for the four IPO factors: the firm’s fundraising amount, its net profit, potential growth rate, and net assets. …
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