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Record Nr. |
UNINA9910814639103321 |
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Autore |
Su Dongwei |
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Titolo |
Chinese stock markets [[electronic resource] ] : a research handbook / / Dongwei Su |
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Pubbl/distr/stampa |
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River Edge, NJ, : World Scientific Pub., 2003 |
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ISBN |
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1-281-93597-2 |
9786611935979 |
981-279-562-6 |
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Descrizione fisica |
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1 online resource (xvi, 435 p. ) : ill |
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Disciplina |
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Soggetti |
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Stock exchanges - China |
Stocks - China |
Securities - China |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references (p. 415-423) and index. |
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Nota di contenuto |
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ch. 1. Development of Chinese stock markets. 1.1. Introduction. 1.2. Setting the scene: Shanghai and Shenzhen in the early reform period. 1.3. The establishment of secondary markets. 1.4. The participation of international investors. 1.5. The role of mutual funds and other institutional investors. 1.6. After the Fifteenth National Congress: increasing reversal to capitalism. 1.7. Problems and dilemmas -- ch. 2. Structural and institutional characteristics. 2.1. Introduction. 2.2. Regulatory framework. 2.3. Ownership structure. 2.4. Listing standards and procedures. 2.5. Market microstructure -- ch. 3. Risk, return and regulation in Chinese stock markets. 3.1. Introduction. 3.2. Stock-market return and volatility pattern. 3.3. Day of the week effect. 3.4. Market efficiency hypothesis. 3.5. GARCH models. 3.6 Estimation and empirical results. 3.7. Government regulation and market volatility. 3.8. Volatility asymmetry and spill-over. 3.9 Summary -- ch. 4. Ownership restrictions and foreign shares discount. 4.1. Introduction. 4.2. Ownership restrictions in Chinese stock markets. 4.3. A price discrimination model. 4.4. An intertemporal capital asset pricing model. 4.5. Testable implications from the models. 4.6. Empirical results. 4.7. Summary -- ch. 5. Excess volatility in domestic share |
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