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The Pricing of Exchange Rate Risk and International Stock Market Segmentation
Cheung, C. Sherman, (2013)
Essays on econometric analysis of price and volatility behavior in asset markets
Zhu, Jie, (2008)
Is there a difference between domestic and foreign risk premium? : the case of China stock market
Teulon, Frédéric, (2014)
Testing the integration of the US and Chinese stock markets in a Fama-French framework
Brooks, Robert, (2009)
The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market
Wang, Yuenan, (2007)
The cross section of expected stock returns in the Chinese A-share market