The cause of the turn-of-month effect in the Chinese security market: an empirical study of the liquidity hypothesis
Zhang, Nan (A.A. 2019/2020) The cause of the turn-of-month effect in the Chinese security market: an empirical study of the liquidity hypothesis. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Raffaele Oriani, pp. 60. [Master's Degree Thesis]
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Abstract/Index
The introduction of the efficient market hypothesis. The assumptions of the efficient market hypothesis. Literature review. International study on the turn-of-month effect. Research on the Chinese stock market. The challenge of the turn-of-month effect on the efficient market hypothesis. The proposing of the turn-of-month effect has challenged the efficient market hypothesis. Discussion on the turn-of-month effect in the Chinee stock market. Data. The empirical study on the existence of the turn-of month effect in Chinese stock market. The empirical study on the liquidity hypothesis of the turn-of-month effect in Chinese stock market.
References
Bibliografia: pp. 47-49.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) |
| Chair: | Advanced corporate finance |
| Thesis Supervisor: | Oriani, Raffaele |
| Thesis Co-Supervisor: | Santella, Rosella |
| Academic Year: | 2019/2020 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 12 Jan 2021 14:40 |
| Last Modified: | 12 Jan 2021 14:40 |
| URI: | https://tesi.luiss.it/id/eprint/27932 |
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