A Study On The Market Efficiency of Chinese Stock Market

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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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Bibliographic Details
Main Author:	Qi, Yubing
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/23898/

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