Empirical studies on the volatility of china stock market
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Empirical studies on the volatility of china stock market
Empirical studies on the volatility of China stock marketis w: gg^w ậ#ísw £ĩKf/I—ẼỄã——Empirical studies on the volatility of China stock marketACKNOWL Empirical studies on the volatility of china stock market LEDGEMENTSI would like to express my sincere thanks to the Chair of the Ph.D. Finance program, the Director of f inance College, Feng Chia University’s administration for creatine all favorable conditions for me to complete this thesis. Most important. I would like to thanks both Professors. Yang-Ch Empirical studies on the volatility of china stock market e Wu and Tzu-Ching Weng guided enthusiastically me to carry out my thesis step by step. During my studying process in Taiwan. I highly appreciate theiEmpirical studies on the volatility of china stock market
r contributions for rime, subsidies, and inspiration ideas to me. They taught me a lot of knowledge in the finance and accounting fields. Especially, Empirical studies on the volatility of China stock marketis w: gg^w ậ#ísw £ĩKf/I—ẼỄã——Empirical studies on the volatility of China stock marketACKNOWL Empirical studies on the volatility of china stock market my thesis.I appreciate Professor Richard Lu. Li-Jiun Chen. Nathan I.ill. Thomas Chinan Chiang. Wei-Feng Hung. Yi-Ting Hsieh. Shin-Heng Michelle Chu. Their classes provided me with a lot of specialized knowledge about econometrics and finance. Professor. Richard Lu who always welcomes all students i Empirical studies on the volatility of china stock market f we need any helps. I am very impressed with his outdoor trips for all Ph.D. students to give memorable memories in Taiwan country.I would like to exEmpirical studies on the volatility of china stock market
press my sincere thanks to my classmate, namely. Huu Manh Nguyen for his help and collaborative assistance in the thesis. During two academic years, hEmpirical studies on the volatility of China stock marketis w: gg^w ậ#ísw £ĩKf/I—ẼỄã——Empirical studies on the volatility of China stock marketACKNOWL Empirical studies on the volatility of china stock market eamwork, he always enthusiastically guided me to how present in my studies, my presentations in the best way. With his bits of help. I obtain more knowledge, better skills in my research.For the MATLAB code, Uycn Kim Nguyen who graduated Master I I program a Feng Chia University has significant cont Empirical studies on the volatility of china stock market ributions to my empirical results. She helps me how to write code in MAl l.AB software to solve the less algorithm in the methodology sector of the fiEmpirical studies on the volatility of china stock market
rst study. I appreciate her rime and her effort in my thesis.I would like to thank Finance College's assistant who was ready to help with any works reEmpirical studies on the volatility of China stock marketis w: gg^w ậ#ísw £ĩKf/I—ẼỄã——Empirical studies on the volatility of China stock marketACKNOWL Empirical studies on the volatility of china stock market ck marketlanguage limits, I cannot write exactly her name but I hope that she may get my gratefulness.About the final defense, I am grateful to committee members: Professor. Yang-Che Wu. Professor. Tzu-Ching Weng. Professor. Tsang-Yao Chang. Professor. Yu-Chih Lin and Professor. Meng-Fen Hsieh for t Empirical studies on the volatility of china stock market heir time, attention, and insightful suggestions for completing this thesis.Finally, I express all thanks to my family in Vietnam. I am so grateful foEmpirical studies on the volatility of china stock market
r my parents who encourage me to pursue the Ph.D. Finance program at Feng Chia University. Especially for my mother who helps me to take care of my daEmpirical studies on the volatility of China stock marketis w: gg^w ậ#ísw £ĩKf/I—ẼỄã——Empirical studies on the volatility of China stock marketACKNOWL Empirical studies on the volatility of china stock market e-Theses & Dissertations (2021)Empirical studies 0U the volatility of China stock marketABSTRACTThe volatility of the stock market returns needs to be carefully considered because it relates closely to the degree of risking contagion between the equity markets and the adjustment on the capital stru Empirical studies on the volatility of china stock market cture of listed firms.In the macro aspect, the first study examines the bidirectional volatility spillovers between the US and China slock markets inEmpirical studies on the volatility of china stock market
the post-2000 period. We employ a variant model of EG ARCH (1,1) with controlling the excessive volatility points that are detected by the less algoriEmpirical studies on the volatility of China stock marketis w: gg^w ậ#ísw £ĩKf/I—ẼỄã——Empirical studies on the volatility of China stock marketACKNOWL Empirical studies on the volatility of china stock market inctly influenced the bidirectional volatility infections. Most crucially, we indicate that the global financial crisis exposed the majority volatility contagion from the US to China stock market while the Covid-19 pandemic strongly promoted the volatility infection from China to the US equity marke Empirical studies on the volatility of china stock market t in March 2020.In a micro aspect, an essential issue of listed firms is adjusting their market leverages as the volatility of the stock market returnEmpirical studies on the volatility of china stock market
s increases. Our paper examines this concern on the biggest stock exchange of China market covering 200S to 20 IS in a panel model. The volatility of Empirical studies on the volatility of China stock marketis w: gg^w ậ#ísw £ĩKf/I—ẼỄã——Empirical studies on the volatility of China stock marketACKNOWL Empirical studies on the volatility of china stock market n the long-term market leverage of Chinese listed firms. We indicate that in this situation, Chinese listed firms adjust their debt structure by employing more bank debts and culling trade credit, f inally, we present robust evidence that the proportion of bank debts in total debts visibly increases Empirical studies on the volatility of china stock market while the ratio of trade credit in total debts distinctly reduces. Furthermore, we implement robust tests regarding potential issues such as sample sEmpirical studies on the volatility of china stock market
election, model selection, endogenous factors, and apply quantile regression (QR) to enhance the robustness of our empirical results.Keywords: US stocEmpirical studies on the volatility of China stock marketis w: gg^w ậ#ísw £ĩKf/I—ẼỄã——Empirical studies on the volatility of China stock marketACKNOWL Empirical studies on the volatility of china stock market & Dissertations (2021)Empirical studies on the volatility of China stock marketis w: gg^w ậ#ísw £ĩKf/I—ẼỄã——Empirical studies on the volatility of China stock marketACKNOWLGọi ngay
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