DocumentCode
536738
Title
The Empirical Study on Characteristics of QFII Holdings in China´s Stock Market
Author
Zhao, Jun
Author_Institution
Sch. of Econ. & Manage., Nanjing Univ. of Inf. Sci. & Technol., Nanjing, China
fYear
2010
fDate
7-9 Nov. 2010
Firstpage
1
Lastpage
4
Abstract
This paper uses QFII portfolio from the third season of 2005 to the fourth season of 2009(totally 18 seasons) to empirically study the characteristics of QFII holdings in China´s stock market. The research results show that the level of QFII ownership is significantly related to 12 firm and market variables that the paper selects. Specifically, the investment funds holdings positively correlate with indicators such as LASSETS, EPS, BPS, MARGIN, LCMV, PB, RETURN, but negatively correlate with indicators FSR, ROE, CFPS, TURNOVER and AGE.
Keywords
investment; market research; stock markets; China stock market; QFII portfolio; investment fund; market variables; Companies; Correlation; Investments; Mathematical model; Profitability; Stock markets;
fLanguage
English
Publisher
ieee
Conference_Titel
E-Product E-Service and E-Entertainment (ICEEE), 2010 International Conference on
Conference_Location
Henan
Print_ISBN
978-1-4244-7159-1
Type
conf
DOI
10.1109/ICEEE.2010.5660506
Filename
5660506
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