Testing Chinese Stock Market Efficiency

碩士 === 逢甲大學 === 金融碩士在職專班 === 104 === Abstract In this study, we apply quantile unit root test to test the weak-form efficient market hypothesis for China, using stock price index data from December 21, 1990 to April 10, 2015 for both the Shanghai and the Shenzhen. Our empirical results demonstrate t...

Full description

Bibliographic Details
Main Authors:	LIN HSIAO CHEN, 林孝貞
Other Authors:	張倉耀
Format:	Others
Language:	zh-TW
Published:	2016
Online Access:	http://ndltd.ncl.edu.tw/handle/33832802319921924913

id	ndltd-TW-104FCU05667021
record_format	oai_dc
spelling	ndltd-TW-104FCU056670212017-08-20T04:07:35Z http://ndltd.ncl.edu.tw/handle/33832802319921924913 Testing Chinese Stock Market Efficiency 中國股票市場效率檢定 LIN HSIAO CHEN 林孝貞碩士逢甲大學金融碩士在職專班 104 Abstract In this study, we apply quantile unit root test to test the weak-form efficient market hypothesis for China, using stock price index data from December 21, 1990 to April 10, 2015 for both the Shanghai and the Shenzhen. Our empirical results demonstrate that Shenzhen stock market is more efficient than that of Shanghai stock market. Inspection of the Chinese market efficiency, this means that a more active policy to open the capital market in China for interantional investor should be adopeted. 張倉耀 2016 學位論文 ; thesis 36 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 逢甲大學 === 金融碩士在職專班 === 104 === Abstract In this study, we apply quantile unit root test to test the weak-form efficient market hypothesis for China, using stock price index data from December 21, 1990 to April 10, 2015 for both the Shanghai and the Shenzhen. Our empirical results demonstrate that Shenzhen stock market is more efficient than that of Shanghai stock market. Inspection of the Chinese market efficiency, this means that a more active policy to open the capital market in China for interantional investor should be adopeted.
author2	張倉耀
author_facet	張倉耀 LIN HSIAO CHEN 林孝貞
author	LIN HSIAO CHEN 林孝貞
spellingShingle	LIN HSIAO CHEN 林孝貞 Testing Chinese Stock Market Efficiency
author_sort	LIN HSIAO CHEN
title	Testing Chinese Stock Market Efficiency
title_short	Testing Chinese Stock Market Efficiency
title_full	Testing Chinese Stock Market Efficiency
title_fullStr	Testing Chinese Stock Market Efficiency
title_full_unstemmed	Testing Chinese Stock Market Efficiency
title_sort	testing chinese stock market efficiency
publishDate	2016
url	http://ndltd.ncl.edu.tw/handle/33832802319921924913
work_keys_str_mv	AT linhsiaochen testingchinesestockmarketefficiency AT línxiàozhēn testingchinesestockmarketefficiency AT linhsiaochen zhōngguógǔpiàoshìchǎngxiàolǜjiǎndìng AT línxiàozhēn zhōngguógǔpiàoshìchǎngxiàolǜjiǎndìng
_version_	1718517984172965888

Testing Chinese Stock Market Efficiency

Similar Items