Author : Shiguang Ma
Release : 2017-11-30
Genre : Business & Economics
Kind : eBook
Book Rating : 904/5 ( reviews)
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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. This book was released on 2017-11-30. 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.