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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2008
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| Online Access: | http://hdl.handle.net/10356/10543 |
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sg-ntu-dr.10356-105432023-05-19T03:30:06Z Speculative bubble in the China stock market. Tan, Yi Lee. Wong, Ming Hui. Low, Buen Sin Nanyang Business School DRNTU::Business::Finance::Stock exchanges 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. 2008-09-24T07:44:47Z 2008-09-24T07:44:47Z 2008 2008 Final Year Project (FYP) http://hdl.handle.net/10356/10543 Nanyang Technological University application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
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Asia |
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Singapore Singapore |
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NTU Library |
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DR-NTU |
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DRNTU::Business::Finance::Stock exchanges |
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DRNTU::Business::Finance::Stock exchanges Tan, Yi Lee. Wong, Ming Hui. Speculative bubble in the China stock market. |
| description |
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. |
| author2 |
Low, Buen Sin |
| author_facet |
Low, Buen Sin Tan, Yi Lee. Wong, Ming Hui. |
| format |
Final Year Project |
| author |
Tan, Yi Lee. Wong, Ming Hui. |
| author_sort |
Tan, Yi Lee. |
| title |
Speculative bubble in the China stock market. |
| title_short |
Speculative bubble in the China stock market. |
| title_full |
Speculative bubble in the China stock market. |
| title_fullStr |
Speculative bubble in the China stock market. |
| title_full_unstemmed |
Speculative bubble in the China stock market. |
| title_sort |
speculative bubble in the china stock market. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/10543 |
| _version_ |
1770566326677405696 |