A Study On The Market Efficiency of Chinese Stock Market
The main purpose of this dissertation is to test whether the Chinese stock market is weak-form efficient. To solve this problem, the Random Walk Theory is tested. To be more specific, the randomness of the Chinese stock market is tested in two different aspects: one aspect is the tests for unit root...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | https://eprints.nottingham.ac.uk/23898/ |