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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
Semi-strong Form Efficient or Not? Tests o f Zero and Cash Dividends
205
date. The underreaction is corrected more than 20 days after the announcement.
Therefore, the abnormally high returns can be obtained by applying a sell and buy
strategy as we previously explained.
7.5 Conclusion
This chapter has presented diverse event studies on the events of zero-dividends,
and cash dividends. The tests were carried out on the announcements of event
proposals and event approvals, announcements of A-shares events and B-shares
events, announcements without future announcements of other events and
announcements ...
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Publisher Resources

ISBN: 9781351146913