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

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...

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Main Author: Xu, Shijia
Format: Thesis
Language:eng
eng
Published: 2011
Subjects:
HG Finance
Online Access:https://etd.uum.edu.my/2884/1/Xu_Shijia.pdf
https://etd.uum.edu.my/2884/2/1.Xu_Shijia.pdf
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id my-uum-etd.2884
record_format uketd_dc
institution Universiti Utara Malaysia
collection UUM ETD
language eng
eng
advisor Taufil Mohd, Kamarun Nisham
topic HG Finance
spellingShingle HG Finance
Xu, Shijia
The Effects of Interest Rate Changes on Stock Prices of Banks in China
description 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.
format Thesis
qualification_name masters
qualification_level Master's degree
author Xu, Shijia
author_facet Xu, Shijia
author_sort Xu, Shijia
title The Effects of Interest Rate Changes on Stock Prices of Banks in China
title_short The Effects of Interest Rate Changes on Stock Prices of Banks in China
title_full The Effects of Interest Rate Changes on Stock Prices of Banks in China
title_fullStr The Effects of Interest Rate Changes on Stock Prices of Banks in China
title_full_unstemmed The Effects of Interest Rate Changes on Stock Prices of Banks in China
title_sort effects of interest rate changes on stock prices of banks in china
granting_institution Universiti Utara Malaysia
granting_department College of Business (COB)
publishDate 2011
url https://etd.uum.edu.my/2884/1/Xu_Shijia.pdf
https://etd.uum.edu.my/2884/2/1.Xu_Shijia.pdf
_version_ 1747827452510470144
spelling my-uum-etd.28842016-04-24T01:56:21Z The Effects of Interest Rate Changes on Stock Prices of Banks in China 2011-06 Xu, Shijia Taufil Mohd, Kamarun Nisham College of Business (COB) College of Business HG Finance 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. 2011-06 Thesis https://etd.uum.edu.my/2884/ https://etd.uum.edu.my/2884/1/Xu_Shijia.pdf application/pdf eng validuser https://etd.uum.edu.my/2884/2/1.Xu_Shijia.pdf application/pdf eng public masters masters Universiti Utara Malaysia Ahmad, N.H and M. 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