Research and Markets: How Efficient is China's Stock Market?

Dublin - Research and Markets (http://www.researchandmarkets.com/reports/c22967) has announced the addition of The Efficiency of Chinas Stock Market to their offering

By investigating the efficiency of China's stock market in accordance with the theoretical framework of the Efficient Market Hypothesis, this book focuses on weak form and semi-strong form market efficiency. Empirical tests have been intensively conducted on the random walk hypothesis, the presence of market seasonality and the price reaction to publicly released information.

In addition The Efficiency of China's Stock Market provides a comparative analysis between Chinas stock market and other countries stock markets.

Topics covered:

- The emergence, development and perspective of Chinas stock market
- The theoretical and empirical perspectives of efficient stock market
- Statistical expression and design of tests
- Weak form efficient or not? tests of random walk hypothesis
- Seasonally anomalous or not? tests of seasonalities
- Semi-strong form efficient or not? tests on the announcements of zero and cash dividends
- Semi-strong form efficient or not? tests on the announcements of bonus and rights issues

For more information visit http://www.researchandmarkets.com/reports/c22967

Laura Wood
Senior Manager
Research and Markets
press@researchandmarkets.com
Fax: +353 1 4100 980