The Efficiency of China's Stock Market

1st Edition

Shiguang Ma

Routledge
Published November 29, 2017
Reference - 302 Pages
ISBN 9780815397700 - CAT# K344774

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Summary

By investigating the efficiency of China's stock market in accordance with the theoretical framework of the Efficient Market Hypothesis, this book focuses on weak form and semi-strong form market efficiency. Empirical tests have been intensively conducted on the random walk hypothesis, the presence of market seasonality and the price reaction to publicly released information. In addition The Efficiency of China's Stock Market provides a comparative analysis between China's stock market and other countries' stock markets.

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