목차
Ⅰ. 서론
Ⅱ. 중국의 주식시장 및 외국인 주식의 할인율 추세
Ⅲ. 기존 연구
Ⅳ. 가설설정 및 연구자료와 모형설정
Ⅴ. 실증분석결과
Ⅵ. 결론 및 요약
Ⅱ. 중국의 주식시장 및 외국인 주식의 할인율 추세
Ⅲ. 기존 연구
Ⅳ. 가설설정 및 연구자료와 모형설정
Ⅴ. 실증분석결과
Ⅵ. 결론 및 요약
본문내용
의 내국인주와 외국인주 사이의 상호 작용" 금융연구제12권 2호.
이장규 등 , 1998 , 『중국 금융개혁의 현황 과제』, KIEP.
조규진, 최용민, 1999, "중국의 외환제도 변천사에 관한 분석" 경영사학 제14집 제3호(통권21호).
Amihud, Y. and H.Mendelson, 1986, "Asset pricing and the bid-ask spread , Journal of Financial Economics 17, 223-247.
Bailey, W. , 1994, "Risk and return on China's new stock markets : Some preliminary evidence", Pacific-Basin Finance Journal 2, 243-260.
Bailey, W. and Jagtiani, 1994, "Foreign ownership restriction and stock prices in the Thai capital market", Journal of Financial Economics 36, 57-87
Bailey, w. and Chung, P., Kang, J.K., 1999, "Foreign ownership restriction and equity price premiums : What drives the demand for cross-border investment?", Journal of Financial Quantitative Analysis 34, 489-511.
Cambell, John Y., 1987 "Stock Returns And the Term Structure", Journal of Financial Economics 18, 373-400.
Chakravarty, S., A.Sarkar, and L.F.Wu, 1998, "Information asymmetry, market segmentation and pricing d cross-listed shares : Theory and evidence from Chinese A and B shares", Working paper, Purdue Univ.
Chui,A.C.W. and Chuck Y.Kwok, and Ananth Madhaven, 1998, "Cross-autocorrelation between A-shares and B-shares in the Chinese stock market", Journal of Financial Research 21, 333-353.
Domowitz, Ian., Jack Glen, and Ananth Madhavan, 1997, : "Market segmentation and stock returns: Evidence from an emerging market", Journal of Finance 52, 1059-1085.
Eun, Cheol and S.Janakiramanan, 1986, "A model of international asset pricing with a constraint on foreign equity ownership", Journal of Finance 41, 897-914.
G.M.Chen, Bon-soo Lee, and Oliver Rui, 2001, "Foreign ownership restriction and Market segmentation in China's stock markets, Journal of Financial Research 24, 133-155.
Granger, C. W., 1969, "Investigating the causal relations by econometric models and cross-spectral methods", Econometrica 37, 424-438.
Hansen, Lars P., 1982, "Large sample Properties of Generalized Method o Moments Estimator", Econometrica 50, 1029-1054.
Harvey, Cambell R., 1989 "Time-Varying Conditional Covariances in Tests of Asset Pricing Models", Journal of Financial Economics 24, 289-317.
Hietala, Pekka, 1989, "Asset pricing in partially segmented markets : Evidence from the Finnish markets", Journal of Finance 44, 697-718.
Price, Margaret M., 1994, 「Emerging stock markets」, McGraw-Hill, New York.
Qian Sun, Wilson H.S. Tong, 2000, "The effect of market segmentation on stock prices : The China syndrome", Journal of Banking & Finance 24, 1875-1902.
Stulz, R., Wasserfallen, W., 1995. "Foreign equity investment restrictions, capital flight and shareholder wealth maximization : Theory and Evidence", Review of Financial Studies 8, 1019-1057.
Xianghai Ma, 1996, "Capital controls, market segmentation and stock prices : Evidence from the Chinese stock market", Pacific-Basin Finance Journal 4, 219-239
陳共, 周升業, 吳曉求 主編,1998, 證券上市與交易 (中國人民大學出版社)
陳共, 周升業, 吳曉求 主編,1998 , 證券發行與承銷 (中國人民大學出版社)
謝育新,2001, B股入市必讀 (西南財經大學出版社)
晏姚, 2001, B股薦馬 (西南財經大學出版社)
이장규 등 , 1998 , 『중국 금융개혁의 현황 과제』, KIEP.
조규진, 최용민, 1999, "중국의 외환제도 변천사에 관한 분석" 경영사학 제14집 제3호(통권21호).
Amihud, Y. and H.Mendelson, 1986, "Asset pricing and the bid-ask spread , Journal of Financial Economics 17, 223-247.
Bailey, W. , 1994, "Risk and return on China's new stock markets : Some preliminary evidence", Pacific-Basin Finance Journal 2, 243-260.
Bailey, W. and Jagtiani, 1994, "Foreign ownership restriction and stock prices in the Thai capital market", Journal of Financial Economics 36, 57-87
Bailey, w. and Chung, P., Kang, J.K., 1999, "Foreign ownership restriction and equity price premiums : What drives the demand for cross-border investment?", Journal of Financial Quantitative Analysis 34, 489-511.
Cambell, John Y., 1987 "Stock Returns And the Term Structure", Journal of Financial Economics 18, 373-400.
Chakravarty, S., A.Sarkar, and L.F.Wu, 1998, "Information asymmetry, market segmentation and pricing d cross-listed shares : Theory and evidence from Chinese A and B shares", Working paper, Purdue Univ.
Chui,A.C.W. and Chuck Y.Kwok, and Ananth Madhaven, 1998, "Cross-autocorrelation between A-shares and B-shares in the Chinese stock market", Journal of Financial Research 21, 333-353.
Domowitz, Ian., Jack Glen, and Ananth Madhavan, 1997, : "Market segmentation and stock returns: Evidence from an emerging market", Journal of Finance 52, 1059-1085.
Eun, Cheol and S.Janakiramanan, 1986, "A model of international asset pricing with a constraint on foreign equity ownership", Journal of Finance 41, 897-914.
G.M.Chen, Bon-soo Lee, and Oliver Rui, 2001, "Foreign ownership restriction and Market segmentation in China's stock markets, Journal of Financial Research 24, 133-155.
Granger, C. W., 1969, "Investigating the causal relations by econometric models and cross-spectral methods", Econometrica 37, 424-438.
Hansen, Lars P., 1982, "Large sample Properties of Generalized Method o Moments Estimator", Econometrica 50, 1029-1054.
Harvey, Cambell R., 1989 "Time-Varying Conditional Covariances in Tests of Asset Pricing Models", Journal of Financial Economics 24, 289-317.
Hietala, Pekka, 1989, "Asset pricing in partially segmented markets : Evidence from the Finnish markets", Journal of Finance 44, 697-718.
Price, Margaret M., 1994, 「Emerging stock markets」, McGraw-Hill, New York.
Qian Sun, Wilson H.S. Tong, 2000, "The effect of market segmentation on stock prices : The China syndrome", Journal of Banking & Finance 24, 1875-1902.
Stulz, R., Wasserfallen, W., 1995. "Foreign equity investment restrictions, capital flight and shareholder wealth maximization : Theory and Evidence", Review of Financial Studies 8, 1019-1057.
Xianghai Ma, 1996, "Capital controls, market segmentation and stock prices : Evidence from the Chinese stock market", Pacific-Basin Finance Journal 4, 219-239
陳共, 周升業, 吳曉求 主編,1998, 證券上市與交易 (中國人民大學出版社)
陳共, 周升業, 吳曉求 主編,1998 , 證券發行與承銷 (中國人民大學出版社)
謝育新,2001, B股入市必讀 (西南財經大學出版社)
晏姚, 2001, B股薦馬 (西南財經大學出版社)
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