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Browsing Masters Dissertations by Thesis Supervisor "Ting, Yang"
Now showing items 1-2 of 2
(Auckland University of Technology, 2007)The analysis of broad samples of equal-weighted and value-weighted returns of the Chinese security markets documents that abnormally high rates of return on small-capitalization stocks are to be observed during the month ...
(Auckland University of Technology, 2010)It is important for both the monetary policy makers and investors to understand the impact of monetary policy shocks to real asset prices. This paper used the event-study method to test the intraday effects of monetary ...