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The Efficiency of China's Stock Market
book

The Efficiency of China's Stock Market

by Shiguang Ma
November 2017
Intermediate to advanced content levelIntermediate to advanced
302 pages
16h 35m
English
Routledge
Content preview from The Efficiency of China's Stock Market
Table 5.4 Summary of serial correlation coefficient tests and Q-statistics for individual shares of the Shanghai market
102 The Efficiency o f China’s Stock Market
Notes: 1. The tests on daily returns were conducted on 422 shares listed on the Shanghai market, including 373 A-shares and 49 B-shares.
2. The tests on weekly returns were conducted on 422 shares listed on the Shanghai market, including 373 A-shares and 49 B-shares.
3. The tests on monthly returns were conducted on 343 shares listed on the Shanghai market, including 302 A-shares and 41 B-shares.
4. Rejection means: rejection o f the null hypothesis o f a z
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Publisher Resources

ISBN: 9781351146913