Speculative bubble in the China stock market.

The aim of our research paper is to investigate the presence of a speculative bubble in the China stock market in midst of the rising stock prices. Empirical tests based on excess volatility; stationarity and cointegration will be carried out for our investigation. Limitations and biases of our test...

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Bibliographic Details
Main Authors: Tan, Yi Lee., Wong, Ming Hui.
Other Authors: Low, Buen Sin
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/10543
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Institution: Nanyang Technological University
Description
Summary:The aim of our research paper is to investigate the presence of a speculative bubble in the China stock market in midst of the rising stock prices. Empirical tests based on excess volatility; stationarity and cointegration will be carried out for our investigation. Limitations and biases of our tests will also be discussed.