An exploration of the eficiency of the Shenzhen Stock Exchange

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An exploration of the eficiency of the Shenzhen Stock Exchange

This study has explored weak and semi-strong form efficiency for only A shares traded on the Shenzhen Stock Exchange using daily data for top 100 individual firms for the period 2004 to 2007. The first part, for the test of market efficiency in the weak form, two traditional tests will be applied, i...

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Bibliographic Details
Main Author:	Lu, Hongjie
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Online Access:	https://eprints.nottingham.ac.uk/21172/

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