Nicolaas Groenewold, University of Western Australia, Yanrui Wu, Professor in Economics, University of Western Australia, Sam Hak Kan Tang, University of Western Australia and Xiang Mei Fan, Hunan Normal University, China and University of Western Australia

'. . . this book succeeds in its mission of analysing the efficiency, predictability and profitability of the Chinese stock market. It is strongly recommended to scholars. It is additionally recommended to practitioners involved in the market, sharing its prosperity and avoiding the possible risk. This book is also recommended to the students who want to learn the systematic application of econometric modelling to market efficiency analysis.'

• Contents: Preface 1. Introduction 2. An Overview of Chinese Stock Market Development 3. Empirical Studies: A Survey 4. Market Efficiency 5. Profitability and Trading Rules 6. Stock Returns and Market Turnover 7. Greater China Share Markets 8. The Stock Return-Volume Relation and Policy Effects: The Case of the Chinese Energy Sector 9. Summary and Conclusions Bibliography Index

Nicolaas Groenewold, University of Western Australia, Yanrui Wu, Professor in Economics, University of Western Australia, Sam Hak Kan Tang, University of Western Australia and Xiang Mei Fan, Hunan Normal University, China and University of Western Australia

'. . . this book succeeds in its mission of analysing the efficiency, predictability and profitability of the Chinese stock market. It is strongly recommended to scholars. It is additionally recommended to practitioners involved in the market, sharing its prosperity and avoiding the possible risk. This book is also recommended to the students who want to learn the systematic application of econometric modelling to market efficiency analysis.'

• Contents: Preface 1. Introduction 2. An Overview of Chinese Stock Market Development 3. Empirical Studies: A Survey 4. Market Efficiency 5. Profitability and Trading Rules 6. Stock Returns and Market Turnover 7. Greater China Share Markets 8. The Stock Return-Volume Relation and Policy Effects: The Case of the Chinese Energy Sector 9. Summary and Conclusions Bibliography Index

Nicolaas Groenewold, University of Western Australia, Yanrui Wu, Professor in Economics, University of Western Australia, Sam Hak Kan Tang, University of Western Australia and Xiang Mei Fan, Hunan Normal University, China and University of Western Australia

'. . . this book succeeds in its mission of analysing the efficiency, predictability and profitability of the Chinese stock market. It is strongly recommended to scholars. It is additionally recommended to practitioners involved in the market, sharing its prosperity and avoiding the possible risk. This book is also recommended to the students who want to learn the systematic application of econometric modelling to market efficiency analysis.'

• Contents: Preface 1. Introduction 2. An Overview of Chinese Stock Market Development 3. Empirical Studies: A Survey 4. Market Efficiency 5. Profitability and Trading Rules 6. Stock Returns and Market Turnover 7. Greater China Share Markets 8. The Stock Return-Volume Relation and Policy Effects: The Case of the Chinese Energy Sector 9. Summary and Conclusions Bibliography Index