Does cross-shareholding lead to China's stock returns comovement? : evidence from a GMM-based spatial AR model
Year of publication: |
2021
|
---|---|
Authors: | Feng, Yun ; Li, Xin |
Subject: | Cross-shareholding | Stock returns | Comovement | Spatial autoregression | Generalized method of moments | China | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Korrelation | Correlation | Spillover-Effekt | Spillover effect |
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