The Chinese stock market, efficiency, predictability and profitability

被引：0
|
作者：
Ma, S [1 ]
机构：
[1] Curtin Univ Technol, Bentley, WA 6102, Australia
来源：
ECONOMIC RECORD | 2006年 / 82卷 / 256期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：104 / 105
页数：2
相关论文
共 50 条
  • [1] Profitability of Contrarian Strategies in the Chinese Stock Market
    Shi, Huai-Long
    Jiang, Zhi-Qiang
    Zhou, Wei-Xing
    [J]. PLOS ONE, 2015, 10 (09):
  • [2] Stock Price Limit and Its Predictability in the Chinese Stock Market
    Liang, Haohui
    Hu, Yujia
    [J]. JOURNAL OF FORECASTING, 2024,
  • [3] Profitability of technical trading rules in the Chinese stock market
    Chuang, O. -Chia
    Chuang, Hui -Ching
    Wang, Zixuan
    Xu, Jin
    [J]. PACIFIC-BASIN FINANCE JOURNAL, 2024, 84
  • [4] Return Predictability and Market Efficiency: Evidence from the Bulgarian Stock Market
    Metghalchi, Massoud
    Hajilee, Massomeh
    Hayes, Linda A.
    [J]. EASTERN EUROPEAN ECONOMICS, 2019, 57 (03) : 251 - 268
  • [5] The Predictability of Stock Price: Empirical Study on Tick Data in Chinese Stock Market
    Chen, Yueshan
    Xu, Xingyu
    Lan, Tian
    Zhang, Sihai
    [J]. BIG DATA RESEARCH, 2024, 35
  • [6] Profitability Effect and Stock Returns On Chinese A-share Market
    Ma Donglian
    Liu Zhenhua
    [J]. PROCEEDINGS OF THE 7TH (2015) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, 2015, : 237 - 241
  • [7] Asset Allocation in the Chinese Stock Market: The Role of Return Predictability
    Chen, Jian
    Jiang, Fuwei
    Tu, Jun
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 2015, 41 (05): : 71 - 83
  • [8] MARKET-EFFICIENCY, FILTER RULES AND BUFFER STOCK PROFITABILITY
    HALLWOOD, P
    [J]. RESOURCES POLICY, 1985, 11 (03) : 191 - 200
  • [9] The efficiency of the Chinese stock market and the role of market liberalization
    Liu, Qian
    Hamori, Shigeyuki
    [J]. ECONOMICS BULLETIN, 2010, 30 (03): : 2524 - 2532
  • [10] PREDICTABILITY, PRICE BUBBLES, AND EFFICIENCY IN THE INDONESIAN STOCK-MARKET
    Almudhaf, Fahad
    [J]. BULLETIN OF INDONESIAN ECONOMIC STUDIES, 2018, 54 (01) : 113 - 124
12345