Testing the integration of the US and Chinese stock markets in a Fama-French framework
Year of publication: |
2009
|
---|---|
Authors: | Brooks, Robert ; Di Iorio, Amalia ; Faff, Robert W. ; Wang, Yuenan |
Published in: |
Journal of economic integration. - Seoul, ISSN 1225-651X, ZDB-ID 1137694-6. - Vol. 24.2009, 3, p. 435-454
|
Subject: | Aktienmarkt | Stock market | Marktsegmentierung | Market segmentation | USA | United States | China |
-
An Empirical Analysis of Market Segmentation on U.S. Equities Markets
Hatheway, Frank, (2014)
-
An empirical analysis of market segmentation on U.S. equity markets
Hatheway, Frank, (2017)
-
The intraday pricing behavior of international dually listed securities
Miller, Darius P., (1996)
- More ...
-
Some new evidence on the relationship between beta stability and market conditions
Faff, Robert W., (1998)
-
Correlations, business cycles and integration
Ragunathan, Vanitha, (1999)
-
The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D., (2000)
- More ...