The Efficiency of China's Stock Market

The Efficiency of China's Stock Market

Autor: Shiguang Ma
Editorial: Taylor & Francis
Edición: 1
Fecha de publicación: 2017
ISBN: 9780815397700

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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.

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