Capital market reaction to corporate restructuring announcements : an empirical test in the Shanghai Stock Exchange (SSE)

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dc.contributor.advisor Dodds, J. C. (James Colin)
dc.coverage.spatial China
dc.creator Wang, Lingfeng
dc.date.accessioned 2015-05-08T14:11:52Z
dc.date.available 2015-05-08T14:11:52Z
dc.date.issued 2014
dc.identifier.uri http://library2.smu.ca/xmlui/handle/01/26109
dc.description 1 online resource (iii, 28 p.) : col. ill.
dc.description Includes abstract and appendix.
dc.description Includes bibliographical references (p. 25-26).
dc.description.abstract The paper utilizes an event study to test whether there is an abnormal return from corporate restructuring announcements in the Shanghai Stock Exchange. We obtain data of abnormal returns and cumulative abnormal return using the Market Model. In the study two term event windows are applied, and after the t-test and bootstrap test, the relationship between the abnormal return and corporate restructuring announcements is confirmed. en_CA
dc.description.provenance Submitted by Greg Hilliard (greg.hilliard@smu.ca) on 2015-05-08T14:11:52Z No. of bitstreams: 1 Wang_Lingfeng_ MRP_2014.pdf: 638384 bytes, checksum: 2dad58ebfd698da3a192e9b605aec43a (MD5) en
dc.description.provenance Made available in DSpace on 2015-05-08T14:11:52Z (GMT). No. of bitstreams: 1 Wang_Lingfeng_ MRP_2014.pdf: 638384 bytes, checksum: 2dad58ebfd698da3a192e9b605aec43a (MD5) Previous issue date: 2014-09-15 en
dc.language.iso en en_CA
dc.publisher Halifax, N.S. : Saint Mary's University
dc.title Capital market reaction to corporate restructuring announcements : an empirical test in the Shanghai Stock Exchange (SSE) en_CA
dc.type Text en_CA
thesis.degree.name Master of Finance
thesis.degree.level Masters
thesis.degree.discipline Finance, Information Systems, & Management Science
thesis.degree.grantor Saint Mary's University (Halifax, N.S.)
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