The impact of monetary policy announcements on stock market: Evidence from China
In this paper we examine how stock returns in China respond to monetary policy announcements made by PBC in a short term around announcement day. We employ a nonparametric event-study method to investigate such reactions. We arrive at the following conclusions. Firstly, there is information leakage...
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2010
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| 在線閱讀: | https://ink.library.smu.edu.sg/etd_coll/239 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1238&context=etd_coll |
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| 機構: | Singapore Management University |
| 語言: | English |