The stock price behaviour of Chinese markets : a preliminary study

• Main Authors: Ang, Fui Siong, Neo, Chiw Ern, Tung, Puay Koon
• Other Authors: Nanyang Business School
• Format: Final Year Project
• Language: English
• Published: 2014
• Subjects: DRNTU::Business
• Online Access: http://hdl.handle.net/10356/55589
• Institution: Nanyang Technological University

The emergence of the Chinese equity markets provides new opportunities for investors to participate in the economic boom in China. These markets exhibit high expected returns as well as high volatility. This research examines the daily return behaviour of the four China share...