Speculative bubble in the China stock market.
Tan, Yi Lee.
Wong, Ming Hui.
Date of Issue2008
College of Business (Nanyang Business School)
The aim of our research paper is to investigate the presence of a speculative bubble in the China stock market in midst of the rising stock prices. Empirical tests based on excess volatility; stationarity and cointegration will be carried out for our investigation. Limitations and biases of our tests will also be discussed.
Final Year Project (FYP)
Nanyang Technological University