The Effects of Interest Rate Changes on Stock Prices of Banks in China

This paper presents the interest rate effects on the banking stock prices in China. It focuses on the announcement dates to measure the effects of interest rate changes on the bank stock returns. The study chooses four interest rate increases and four decreases during 2002-2010. The study finds that...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Xu, Shijia
التنسيق: أطروحة
اللغة:eng
eng
منشور في: 2011
الموضوعات:
الوصول للمادة أونلاين:https://etd.uum.edu.my/2884/1/Xu_Shijia.pdf
https://etd.uum.edu.my/2884/2/1.Xu_Shijia.pdf
الوسوم: إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
الوصف
الملخص:This paper presents the interest rate effects on the banking stock prices in China. It focuses on the announcement dates to measure the effects of interest rate changes on the bank stock returns. The study chooses four interest rate increases and four decreases during 2002-2010. The study finds that there is normally a negative relationship between interest rate changes and stock returns. When interest rate increases, stock prices decreases, and when the interest rate decreases, the stock prices increases in China.