Stock Market Efficiency and Momentum Effect:Evidence from Chinese Stock Market
The main purpose of this dissertation is to investigate the market of efficiency of Chinese stock market. The test of market efficiency of Chinese stock market is through the direct examination of price random walk and the recognition of momentum or contrarian effect, which is the evidence of the ma...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2020
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| Online Access: | https://eprints.nottingham.ac.uk/62346/ |