Speculative bubble in the China stock market.

• المؤلفون الرئيسيون: Tan, Yi Lee., Wong, Ming Hui.
• مؤلفون آخرون: Low, Buen Sin
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Stock exchanges
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/10543

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...