Testing Weak-Form Efficiency of The Chinese Stock Market and Hong Kong Stock Market

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Testing Weak-Form Efficiency of The Chinese Stock Market and Hong Kong Stock Market

This study examines the random walk hypothesis to determine the validity of weak-form efficiency for Shanghai, Shenzhen and Hong Kong Stock Exchanges. Daily returns from 2001-2010 for Shanghai A and B shares, Shenzhen A and B shares and Hong Kong Hang Seng Index are used in this study. The random wa...

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Bibliographic Details
Main Author:	Lei, Zhuolin
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/26105/

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