更新时间：2019-10-21 14:49:45
封面
版权信息
前折页
书名页
文前辅文
Acknowledgements
Preface
List of Tables
List of Figures
List of Appendices
Chapter 1 Introduction
1.0 Introduction
1.1 Research Motivation
1.2 Objectives of the Research Study
1.3 Structure of the Book
1.4 Conclusion
Chapter 2 The Chinese Equity Market： Historical Development and Characteristics
2.0 Introduction
2.1 Historical Development
2.2 General Data on the Market
2.3 Summary and Conclusion
Chapter 3 Academic Literature on the Chinese Equity Market
3.0 Introduction
3.1 Equity Pricing Factors
3.2 Dynamic Linkages among Equity Markets
3.3 Efficient Market Hypothesis
3.4 Summary
Chapter 4 Equity Market Returns and Predictor Variables： Theoretical Explanations and Empirical Evidence
4.0 Introduction
4.1 Standard Dividend Discount Model
4.2 Relationships between Predictor Variables and Equity Returns
4.3 Model Instability
4.4 Summary
Chapter 5 Data and Methodology
5.0 Introduction
5.1 Data Description
5.2 Methodological Background on the Empirical Research Presented in Chapter 6
5.3 Methodological Background on the Empirical Research Presented in Chapter 7
5.4 Summary
Chapter 6 Equity Market Downturn Predictability and Model Instability
6.0 Introduction
6.1 Descriptive Statistics
6.2 Correlation Analysis： Excess Market Returns and Predictor Variables
6.3 Further Information on Correlation Analysis
6.4 Equity Market Downturn Predictability
6.5 Robustness Tests
6.6 Model Instability
6.7 Summary and Discussion
Chapter 7 Equity Market Return Predictability and Model Instability
7.0 Introduction
7.1 Descriptive Statistics
7.2 Prediction Models
7.3 Model Instability
7.4 Summary and Discussion
Chapter 8 Summary， Discussion and Conclusion
8.0 Introduction
8.1 Synopsis of Research Findings
8.2 Implications of Research Findings
8.3 Areas for Further Research
8.4 Concluding Remarks
Appendices
References
