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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 A.7 Average monthly returns on the Shanghai and Shenzhen markets
Appendix 259
Notes: 1. t-statistics test the null hypothesis that the mean return is equal to zero.
7 F - sta ti s t i r s tr s t th r n u ll h v n n th r s is th a t th r m r a n r r t n m s a rr r m ia l a c r o s s all m o n t h s o f th e v ra r
indicates rejections of the null hypothesis at the 5% and 1% significance levels.
;* *>
4* 1
3.
F-stat.
0.6177
0.57840
1.2354
0.6161
0.6264
0.5694
Dec.
-0.0605
-0.6740
0.1014
-0.06413
-0.68025
0.10941
0.0617
1.2586
0.1364
-0.0573
-1.0376
0.1131
-0.0561
-0.9666
0.1184
-0.0616
-1.0958
0.1011
Nov.
0.0830
0.9253
0.1676
0.08919
0.94601
0.17591 ...
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Publisher Resources

ISBN: 9781351146913