株式会社極東書店トップ商品一覧The Efficiency of China's Stock Market.

商品詳細

The Efficiency of China's Stock Market.

The Efficiency of China's Stock Market. 中国の株式市場の効率

・ISBN 978-0-7546-4241-1 hard

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著者・編者Ma, Shiguang,
シリーズThe Chinese Economy Series
出版社(Ashgate, UK)
出版年月2004
ページ数286 pp.
言語ENG
ニュース番号<512-322>

解説

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.