Browsing Accounting & Finance by Subject "China"

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The forecastability of equity market returns: an empirical investigation of Chinese equity markets

Hong, Hui (University of Limerick, 2014)

This thesis is concerned with the predictability of equity market performance in China while accounting for the possibility of model instability. The study of return predictability, particularly that on time-varying ...
Stock return predictability and model instability: evidence from mainland China and Hong Kong

Hong, Hui; Chen, Naiwei; O'Brien, Fergal; Ryan, James (Elsevier, 2018)

This study examines the predictability of the Shanghai Composite, Shenzhen Composite and the Hang Seng China Enterprise index returns during the period 1993 to 2010, with emphasis on whether considering structural breaks ...

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