Including, but not limited (mainly things/instructions that I have discussed with my tutor that has to be included):
Collect data for Chinese A-Share indices x2 (SH and SZ) and Chinese B-share indices x2 (SH and SZ)
Using the GARCH model to compare the before and after effect of allowing foreign investors to invest in Chinese A-share market in 2001.
Using both methods: using the whole set of data (whole period and dummy variable) and splitting it before/after to see if the results match (pre-financial liberalization VS post-financial liberalization; 19XX-2001 VS 2001-20XX; apparently a reason is needed for why the starting/ending year is used) to test the level and nature of volatility. Likewise for Chinese B-share market.
This is only a draft (and very very brief) outline of the chapter headings and sub-headings that can most definitely be edited.
Aims and Objectives
Brief History of China?s stock market/recent market reforms
(key changes in Chinese A+B share markets, summary of each market; date of key changes for analysis later)
Study on Chinese A-share market
Study on Chinese B-share market
?study on other markets and maybe global markets, overall?
(+event study methodology to investigate the direct information impacts of the open market event)
Data Description, Tests, Methodology
GARCH test (univariate)
Results and Analysis
Conclusion and Evaluation
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