Inflation And The Subsequent Timing Of The Chinese Stock Market

• Main Authors: Hui , Hong, O'Brien, Fergal, Ryan, James
• 格式: Article
• 語言: English
• 出版: Asian Academy of Management (AAM) 2014
• 主題: HD28-70 Management. Industrial Management
• 在線閱讀: http://eprints.usm.my/40022/1/AAMJAF_10-2-2_%2813-35%29.pdf; http://eprints.usm.my/40022/; http://web.usm.my/journal/aamjaf/10-2-2-2014.html

This paper examines market-timing strategies based on inflation in a sample of three stock market indices drawn from the Shanghai and the Shenzhen Stock Exchanges between February 2002 and May 2010. Specifically, this study investigates the effectiveness of market-timing activity and its stabilit...