The determination of B for Hong Kong stock market.
by Liu Tat-luen. === Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. === Bibliography: leaves 68-69. === ABSTRACT --- p.i === ACKNOWLEDGMENT --- p.ii === TABLE OF CONTENTS --- p.iii === LIST OF TABLES --- p.v === LIST OF FIGURES --- p.vi === Chapter === Chapter I. --- INTRODUCTION ---...
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ndltd-cuhk.edu.hk-oai-cuhk-dr-cuhk_3185342019-02-19T03:52:57Z The determination of B for Hong Kong stock market. Stock exchanges Stock exchanges--China--Hong Kong by Liu Tat-luen. Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. Bibliography: leaves 68-69. ABSTRACT --- p.i ACKNOWLEDGMENT --- p.ii TABLE OF CONTENTS --- p.iii LIST OF TABLES --- p.v LIST OF FIGURES --- p.vi Chapter Chapter I. --- INTRODUCTION --- p.1 The trend of international diversification in stock investment --- p.1 Why diversify in international stock investment --- p.2 Chapter II. --- STUDY OBJECTIVES --- p.8 Hypothesis --- p.8 Relevance of Hong Kong case --- p.9 Research Methodology --- p.10 Chapter III. --- HOW RISKS ARE MEASURED --- p.12 Systematic risk and non-systematic risk --- p.12 Measurement of systematic risk - concept of β --- p.13 Chapter IV. --- RISK-RETURN RELATIONSHIP --- p.15 The standard Capital Asset Pricing Model --- p.15 B in CAPM defined --- p.17 Chapter V. --- EXTENSION OF CAPM INTERNATIONALLY --- p.19 Chapter VI. --- SYSTEMATIC AND NON-SYSTEMATIC RISKS IN INTERNATIONAL CAPM CONTEXT --- p.27 Systematic Risk - International CAPM --- p.27 Non-systematic risk - International CAPM --- p.29 Chapter VII. --- THE DETERMINATION OF βHong Kong --- p.31 Estimating of β by Regression Analysis --- p.31 Analysis Procedure --- p.32 Graphical presentation of the data set --- p.34 The regression Output --- p.35 Estimation of 3 from the definition --- p.38 Findings --- p.42 Chapter VIII. --- USE OF BETA FOR A COUNTRY STOCK MARKET --- p.48 Chapter IX. --- CONCLUSION --- p.52 Chapter Appendix 1 --- The Hang Seng Index : 1980-89 --- p.58 Chapter Appendix 2 --- The Data Set - Hang Seng and World Index (1987-89) --- p.59 Chapter Appendix 3 --- The Data Set - Hang Seng and World Index (1982-84) --- p.60 Chapter Appendix 4 --- t - test for the correlation of 3-year regression data --- p.61 Chapter Appendix 5 --- t - test for the correlation of yearly regression data --- p.63 Chapter Appendix 6 --- Constraints to International Diversification --- p.66 BIBLIOGRAPHY --- p.68 Chinese University of Hong Kong Liu, Tat-luen. Chinese University of Hong Kong Graduate School. Division of Business Administration. 1990 Text bibliography print vi, 69 leaves : ill. ; 30 cm. cuhk:318534 http://library.cuhk.edu.hk/record=b5886384 eng China Hong Kong Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) http://repository.lib.cuhk.edu.hk/en/islandora/object/cuhk%3A318534/datastream/TN/view/The%20%20determination%20of%20B%20for%20Hong%20Kong%20stock%20market.jpghttp://repository.lib.cuhk.edu.hk/en/item/cuhk-318534 |
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Stock exchanges Stock exchanges--China--Hong Kong The determination of B for Hong Kong stock market. |
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by Liu Tat-luen. === Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. === Bibliography: leaves 68-69. === ABSTRACT --- p.i === ACKNOWLEDGMENT --- p.ii === TABLE OF CONTENTS --- p.iii === LIST OF TABLES --- p.v === LIST OF FIGURES --- p.vi === Chapter === Chapter I. --- INTRODUCTION --- p.1 === The trend of international diversification in stock investment --- p.1 === Why diversify in international stock investment --- p.2 === Chapter II. --- STUDY OBJECTIVES --- p.8 === Hypothesis --- p.8 === Relevance of Hong Kong case --- p.9 === Research Methodology --- p.10 === Chapter III. --- HOW RISKS ARE MEASURED --- p.12 === Systematic risk and non-systematic risk --- p.12 === Measurement of systematic risk - concept of β --- p.13 === Chapter IV. --- RISK-RETURN RELATIONSHIP --- p.15 === The standard Capital Asset Pricing Model --- p.15 === B in CAPM defined --- p.17 === Chapter V. --- EXTENSION OF CAPM INTERNATIONALLY --- p.19 === Chapter VI. --- SYSTEMATIC AND NON-SYSTEMATIC RISKS IN INTERNATIONAL CAPM CONTEXT --- p.27 === Systematic Risk - International CAPM --- p.27 === Non-systematic risk - International CAPM --- p.29 === Chapter VII. --- THE DETERMINATION OF βHong Kong --- p.31 === Estimating of β by Regression Analysis --- p.31 === Analysis Procedure --- p.32 === Graphical presentation of the data set --- p.34 === The regression Output --- p.35 === Estimation of 3 from the definition --- p.38 === Findings --- p.42 === Chapter VIII. --- USE OF BETA FOR A COUNTRY STOCK MARKET --- p.48 === Chapter IX. --- CONCLUSION --- p.52 === Chapter Appendix 1 --- The Hang Seng Index : 1980-89 --- p.58 === Chapter Appendix 2 --- The Data Set - Hang Seng and World Index (1987-89) --- p.59 === Chapter Appendix 3 --- The Data Set - Hang Seng and World Index (1982-84) --- p.60 === Chapter Appendix 4 --- t - test for the correlation of 3-year regression data --- p.61 === Chapter Appendix 5 --- t - test for the correlation of yearly regression data --- p.63 === Chapter Appendix 6 --- Constraints to International Diversification --- p.66 === BIBLIOGRAPHY --- p.68 |
author2 |
Liu, Tat-luen. |
author_facet |
Liu, Tat-luen. |
title |
The determination of B for Hong Kong stock market. |
title_short |
The determination of B for Hong Kong stock market. |
title_full |
The determination of B for Hong Kong stock market. |
title_fullStr |
The determination of B for Hong Kong stock market. |
title_full_unstemmed |
The determination of B for Hong Kong stock market. |
title_sort |
determination of b for hong kong stock market. |
publisher |
Chinese University of Hong Kong |
publishDate |
1990 |
url |
http://library.cuhk.edu.hk/record=b5886384 http://repository.lib.cuhk.edu.hk/en/item/cuhk-318534 |
_version_ |
1718979417628213248 |