Stock price synchronicity and insider trading: the evidence from China.
Zhang, Yujie. === "August 2011." === Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. === Includes bibliographical references (leaves 53-56). === Abstracts in English and Chinese. === Abstract --- p.ii === 摘要 --- p.iii === Acknowledgement --- p.iv === Chapter 1. --- Introduction...
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| Format: | Others |
| Language: | English Chinese |
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2011
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| Online Access: | http://library.cuhk.edu.hk/record=b5894861 http://repository.lib.cuhk.edu.hk/en/item/cuhk-327592 |
| Summary: | Zhang, Yujie. === "August 2011." === Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. === Includes bibliographical references (leaves 53-56). === Abstracts in English and Chinese. === Abstract --- p.ii === 摘要 --- p.iii === Acknowledgement --- p.iv === Chapter 1. --- Introduction --- p.1 === Chapter 2. --- Institutional background and research hypotheses --- p.8 === Chapter 2.1 --- Rules and regulations in China --- p.8 === Chapter 2.2 --- Ownership structure and corporate governance in China --- p.11 === Chapter 2.3 --- Research hypothesis --- p.13 === Chapter 3. --- Construction of variables and model specification --- p.17 === Chapter 3.1 --- Stock return synchronicity (SYNCH) --- p.17 === Chapter 3.2 --- Insider trading --- p.18 === Chapter 3.3 --- Control variables --- p.21 === Chapter 3.4 --- Ownership structure and corporate governance indicators --- p.23 === Chapter 4. --- Descriptive statistics --- p.30 === Chapter 4.1 --- Insider trading --- p.31 === Chapter 4.2 --- Synchronicity --- p.34 === Chapter 4.3 --- Summary of all variables --- p.35 === Chapter 5. --- Regression analysis --- p.37 === Chapter 5.1 --- Effect of insider trading on stock price synchronicity --- p.37 === Chapter 5.2 --- Effect of insider trading by different identities on stock price synchronicity --- p.39 === Chapter 5.3 --- Effect of insider trading on stock price synchronicity under various corporate governance --- p.42 === Chapter 6. --- Robustness checks --- p.46 === Chapter 6.1 --- insider trading and industry-level return --- p.46 === Chapter 6.2 --- The effect of insider trading on industry vs. firm-specific earnings information --- p.47 === Chapter 7. --- Conclusions --- p.51 === References: --- p.53 === Appendix: Variable definitions: --- p.80 |
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