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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Other Authors: Zhang, Yujie.
Format: Others
Language:English
Chinese
Published: 2011
Subjects:
Online Access:http://library.cuhk.edu.hk/record=b5894861
http://repository.lib.cuhk.edu.hk/en/item/cuhk-327592
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spelling ndltd-cuhk.edu.hk-oai-cuhk-dr-cuhk_3275922019-02-19T03:32:49Z Stock price synchronicity and insider trading: the evidence from China. Stocks--Prices Stocks--Prices--China Coincidence Insider trading in securities Insider trading in securities--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 --- 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 Zhang, Yujie. Chinese University of Hong Kong Graduate School. Division of Economics. 2011 Text bibliography print iv, 80 leaves : ill. ; 30 cm. cuhk:327592 http://library.cuhk.edu.hk/record=b5894861 eng chi China China 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%3A327592/datastream/TN/view/Stock%20price%20synchronicity%20and%20insider%20trading%20%3A%20the%20evidence%20from%20China.jpghttp://repository.lib.cuhk.edu.hk/en/item/cuhk-327592
collection NDLTD
language English
Chinese
format Others
sources NDLTD
topic Stocks--Prices
Stocks--Prices--China
Coincidence
Insider trading in securities
Insider trading in securities--China
spellingShingle Stocks--Prices
Stocks--Prices--China
Coincidence
Insider trading in securities
Insider trading in securities--China
Stock price synchronicity and insider trading: the evidence from China.
description 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
author2 Zhang, Yujie.
author_facet Zhang, Yujie.
title Stock price synchronicity and insider trading: the evidence from China.
title_short Stock price synchronicity and insider trading: the evidence from China.
title_full Stock price synchronicity and insider trading: the evidence from China.
title_fullStr Stock price synchronicity and insider trading: the evidence from China.
title_full_unstemmed Stock price synchronicity and insider trading: the evidence from China.
title_sort stock price synchronicity and insider trading: the evidence from china.
publishDate 2011
url http://library.cuhk.edu.hk/record=b5894861
http://repository.lib.cuhk.edu.hk/en/item/cuhk-327592
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