scholarly journals Equity market impact modeling: an empirical analysis for the Chinese market

2018 ◽  
Vol 20 (6) ◽  
pp. 75-97
Author(s):  
Shiyu Han ◽  
Lan Wu ◽  
Yuan Cheng
Keyword(s):  
Empirical Analysis ◽  
Equity Market ◽  
Market Impact ◽  
Chinese Market

scholarly journals Transnational Corporation’s Failure in China: Focus on Tesco

2020 ◽  
Vol 12 (17) ◽  
pp. 7170
Author(s):  
Kim Woohyoung ◽  
Hyun Kim ◽  
Jinsoo Hwang
Keyword(s):  
Comparative Analysis ◽  
Empirical Analysis ◽  
Chinese Market ◽  
Chinese Consumers ◽  
Foreign Companies ◽  
Brand Recognition ◽  
Product Location

Many of the foreign companies operating in China have claimed that they have failed and are constantly deciding on a strategic withdrawal from the Chinese market. We intend to conduct an empirical analysis of Chinese consumers in order to determine the cause of Tesco’s management failure in China. The survey was conducted on those in their 20s or older who had experience shopping at both Tesco and RT-Mart. As a result, a total of 650 copies were distributed to obtain an effective sample of 607 copies, which was used for the analysis. This paper conducted a comparative analysis on Chinese consumers who visited both Tesco and its rival company RT-Mart in China. We found through comparative analysis that Tesco was destined to fail in many areas. It was estimated that RT-Mart was more satisfactory in all factors, including product, location, brand recognition, and employee service.

scholarly journals Active vs. Passive Funds—An Empirical Analysis of the German Equity Market

2019 ◽  
Vol 08 (02) ◽  
pp. 73-91 ◽  
Author(s):  
Ernst J. Fahling ◽  
Elmar Steurer ◽  
Sven Sauer
Keyword(s):  
Empirical Analysis ◽  
Equity Market

scholarly journals Monday Effect in the Chinese Stock Market

2017 ◽  
Vol 9 (1) ◽  
pp. 1 ◽  
Author(s):  
Gerardo “Gerry” Alfonso Perez
Keyword(s):  
Stock Returns ◽  
Mainland China ◽  
Equity Market ◽  
Stock Exchanges ◽  
Chinese Stock Market ◽  
Chinese Market ◽  
Monday Effect ◽  
The World ◽  
Fundamental Reason ◽  
Market Indexes

The Monday effect is a well know effect in some countries around the world. The Monday effect is the observation that stock returns on Monday are statically significantly lower than for the rest of the days of the week. There is no obvious fundamental reason behind this occurrence and if it actually exists it might be due to human behavioral patterns. This Monday effect observation originated in the U.S. several decades ago and it has since being observed in several other countries. In this article the occurrence of the Monday effect is analyzed in the mainland China equity market. It was found that for the period from 2011 to 2016 there was no statistically significant Monday effect but interestingly there are indications of a possible Thursday effect. This concept was tested with several market indexes covering the two major mainland China stock exchanges (Shanghai and Shenzhen). These indexes covered also a broad spectrum of company sizes. The ChiNext index, which is a Nasdaq like type of index for the Chinese market, was also included. In this article it was also tested and confirmed that the returns on Chinese equities, as expected, do not follow a normal distribution.

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