Xing Huang
Abstract
This paper analyses the stock return of the Shanghai Stock Exchange and Shenzhen Stock Exchange. The analysis utilizes the method of Rescaled Range Analysis. The result of the analysis shows that the stock return of Chinese stock exchange follow a biased random walk.
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This paper analyses the stock return of the Shanghai Stock Exchange and Shenzhen Stock Exchange. The analysis utilizes the method of Rescaled Range Analysis. The result of the analysis shows that the stock return of Chinese stock exchange follow a biased random walk.
Key concepts: Stock exchange, Stock (firearms), Econometrics, Stock market bubble, Random walk, Financial economics, Economics, Business