Stock Market Efficiency and Momentum Effect:Evidence from Chinese Stock Market

QR Code

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...

Full description

Bibliographic Details
Main Author:	Zheng, Huiyi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2020
Subjects:	Key words: Efficient Market Hypothesis Chinese Stock Market Momentum and contrarian effect Randomness Test
Online Access:	https://eprints.nottingham.ac.uk/62346/

Similar Items

Commodity futures and momentum trading: implications for behavioural finance
by: Calder, Dan, et al.
Published: (2009)

Three essays in intraday momentum, market efficiency and market liquidity
by: Khan, Ali Shakil
Published: (2020)

Testing the weak-form market efficiency of the Vietnamese Stock Market.
by: Bui, My Chau
Published: (2006)

The Adaptive Market Hypothesis：An empirical study on the UK stock market
by: WANG, KAIXIN
Published: (2019)

The Chinese stock market and economic activity.
by: Yao, Juan
Published: (1998)

The impact of launching Stock Index Futures on the volatility of the Chinese stock market
by: Liu, Mengxi
Published: (2008)

Is the P/E ratio good predictor of Stock Return in Saudi Stock Market both in long and short term?
by: Al-Rashoud, Abdullah
Published: (2005)

A risk-return explanation of the momentum-reversal “anomaly”
by: Booth, G. Geoffrey, et al.
Published: (2016)

Strategy and Performance of Foreign Institutional Investors in Chinese Stock Market
by: Cao, Wenjuan
Published: (2007)

Volatility Forecasting during Stock Disaster in China A-share Stock Market
by: BAO, JINGYI
Published: (2018)

Testing the Weak Form Efficiency of Shanghai Stock Exchange with Artificial Neural Networks
by: Wong, Tai-chi Alick
Published: (2007)

Indian Capital Markets: A Study on Efficiency and Development
by: Jayaram, Tejesh
Published: (2008)

Is China's Stock Market Insulted from Bubbles? ------A Test of China's Stock Market
by: Zhao, Jing
Published: (2007)

TESTING THE WEAK-FORM MARKET EFFICIENCY OF THE CYPRUS STOCK EXCHANGE (CSE)
by: Kyriacou, John
Published: (2008)

Examination of Efficient Market Hypothesis in Indian Stock Markets and behavioural patterns of Institutional and Individual Investors in India
by: Jain, Shruti
Published: (2006)

How do the models to measure bubbles in the stock market
by: Ding, Yun
Published: (2007)

Testing Weak Form of Market Efficiency by Application of Simple Technical Trading rules on the Indian Stock Market
by: Agarwal, Ankit
Published: (2006)

A study on the emerging markets to compare the performances between conventional and Islamic stock markets due to the emergence of Covid-19 pandemic: an empirical analysis based on volatility, efficiency and integration
by: Hossain, Fyrooz Maisha
Published: (2021)

Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
by: Erfanian, Azadeh
Published: (2015)

Identification of stock market manipulation: a case study
by: Simpson, John, et al.
Published: (2008)

Testing the Efficiency of the Foreign Exchange Spot Market in Iran
by: Borhan-Azad, Lida
Published: (2006)

Empirical Study On Anomalies Of Singapore Stock Market
by: Sim, Meng Hwee Andrew
Published: (2006)

Transmission of Stock Movements between the Korean and Major International Stock Markets
by: LEE, JI TAEK
Published: (2008)

A Review of the Efficient Markets Hypothesis & The Elliot Wave Analysis: An empirical Investigation
by: Keshava, Gaurav
Published: (2007)

Essays in stock market anomalies
by: Yu, Lin
Published: (2016)

Comparative Analysis of Cross Sectional and Time Series Momentum Strategies: An Empirical Study in UK and US Equity Markets
by: Mistry, Prachi Jaswant
Published: (2016)

Stock Market Anomalies in Emerging Markets: A Case of India
by: Goel, Sajal
Published: (2021)

Shanghai-Hong Kong stock connect: an analysis of Chinese partial stock market liberalization impact on the local and foreign markets
by: Bai, Ye, et al.
Published: (2017)

Analysis of behavioral finance on trading strategy: Empirical study on stock market index return using Lunar Phase
by: Tjandra, Eric
Published: (2017)

Chinese Stock Market Response To COVID-19: An Example of An Event Study Method
by: Wang, Zeying
Published: (2022)

The investigation of the market disequilibrium in the stock market
by: Park, Jin Suk
Published: (2013)

COVID-19 and Chinese stock prices: a volatility analysis
by: Suixin, Gao
Published: (2024)

Analysing the Cost Efficiency: Evidence from Chinese Banks, 2012-2018
by: Huang, Dongqi
Published: (2019)

Forecast Exchange Rate with Box Jenkins Model: An Empirical Study
by: Zheng, Jingwen
Published: (2012)

The impact of Chinese companies' cross-border mergers and acquisitions on the stock market and shareholders
by: Xin, Lian
Published: (2020)

International market integration and market interdependence: evidence from China's stock market in the post-WTO accession period
by: He, Hongbo
Published: (2012)

The short run impacts of quantitative easing in the U.S. on ASEAN stock market indexes
by: Tee, Joash Way Ern
Published: (2022)

Is the Hot Hand Present? Momentum, Stability & Performance
by: Simmons, Peter
Published: (2007)

Dynamic co-movement and spillover between the stock market and the foreign exchange market in ASEAN-5
by: Te, Kai Shuan
Published: (2022)

Efficiency of Malaysia stock index futures market
by: Ng, Chen Wai
Published: (2005)