Lam, et al. (2010, 2012) and Guo, et al. (2015) have developed a new Bayesian approach to explain some market anomalies. In this paper we conduct a survey to examine whether the theory developed in Lam, et al. (2010, 2012) and Guo, et al. (2015) holds in the empirically by studying the behavior...

Lam, et al. (2010, 2012) and Guo, et al. (2015) have developed a new Bayesian approach to explain some market anomalies. In this paper we conduct a survey to examine whether the theory developed in Lam, et al. (2010, 2012) and Guo, et al. (2015) holds empirically by studying the behavior of...

This study examines the impact of the Shanghai–Hong Kong Stock Connect on the degree of financial integration between the Hong Kong stock market and the Shanghai and Shenzhen stock markets in mainland China. By applying cointegration tests and linear and nonlinear Granger causality techniques...

This article develops a stock network by investigating 1065 stocks' return rate series under Hong Kong stock market from November 2011 to February 2015. Regarding individual stocks as nodes and the corresponding correlation of return rate series as edges, the stock network depicts the topologic...