Britain’s Approach to the Negotiations over the Future of Hong Kong, 1979–1982

Purpose – This paper publishes summary results for the first time of a major survey of senior financial practitioners undertaken in Hong Kong and Shanghai in 2005, and compares these with the Global Financial Centre Index first created in 2007 to determine the extent to which both are consistent. Design/methodology/approach – The research is based on a detailed survey and utilizes principal-components analysis to determine the primary factors relevant to the development of both cities as international financial centres (IFCs) and those which the respondents consider will be relevant in the future. Findings – The paper demonstrates that the key “success factors” for both cities in 2005 remain very important in the global financial centres index (GFCI) analysis ten years later but not necessarily by the same ranking. We also found that a number of the “primary” factors change when respondents are asked to consider future success factors. Research limitations/implications – The survey was conducted ten years ago; however, the results continue to have significant reliability and validity - especially when compared with the results of the GFCI report of 2014. Practical implications – The paper should enable policy makers and practitioners to better understand the future policy environment needed for extending the financial centre status of both Hong Kong and Shanghai. Originality/value – This is the first time (some) of the survey findings that have ever been published, and they represent a rich source of information – however, the authors will be examining the survey data for future publications.

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Examining the motives and the future career intentions of mainland Chinese pre-service teachers in Hong Kong

Higher Education ◽

10.1007/s10734-015-9897-3 ◽

2015 ◽

Vol 71 (2) ◽

pp. 209-229 ◽

Cited By ~ 4

Author(s):

Alan C. K. Cheung ◽

Timothy W. W. Yuen

Keyword(s):

Hong Kong ◽

Career Intentions ◽

Mainland Chinese ◽

Future Career ◽

The Future

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Understanding the Interdependency between the Nifty 50 Future Index and the Advanced Future Stock Market through Econometrics

International Journal of Recent Technology and Engineering - 2 ◽

10.35940/ijrte.d7880.118419 ◽

2019 ◽

Vol 8 (4) ◽

pp. 3660-3664

Keyword(s):

Hong Kong ◽

Stock Market ◽

Granger Causality ◽

Foreign Exchange ◽

Financial Market ◽

Stock Prices ◽

Economic Condition ◽

The Future ◽

Bidirectional Movement ◽

High Degree

In recent times the stock market is accepted as a tool to measure the economic condition of a nation. It is found that the Indian financial market as highly volatile due to the lower value of rupees in foreign exchange with the dollar. This motivated the researchers to measure the interdependencies of [Nifty 50 future (India), Nikkei 225(Japan), NASDAQ 100 Futures (USA), Dow Jones 30 (USA), SSEC (China), Hang Seng Future (Hong Kong), and FTSE 100 (London)]. The analysis covers monthly stock prices for a period of 10years from April 2008 to March 2018. The measurement of interdependencies is studied through granger causality and correlation after the confirmation of the non-normality of data and stationary of data. The result shows a high degree of correlation between NASDAQ and Dow Jones shows 98.76% followed by 96.89% between Nifty 50 future and NASDAQ. The co-movement result of Nifty 50 future through granger causality states Nifty 50 future can explain the future stock market of Nikkei (Japan) and SSEC (China) and the Hang Seng future (Hong Kong) has a bidirectional movement with Nifty 50 futures. The study is useful for the investors to identify the interdependencies of the indices and understand the movement in a significant manner.

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