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Co-movements of Shanghai and New York Stock prices by time-varying regressions

Chow, Gregory C.; Liu, Changjiang; Niu, Linlin - 2011

Persistent link: https://www.econbiz.de/10009267645

Co-movements of Shanghai and New York stock prices by time-varying regressions

Chow, Gregory C.; Liu, Changjiang; Niu, Linlin - In: Journal of comparative economics : the journal of the … 39 (2011) 4, pp. 577-583

Persistent link: https://www.econbiz.de/10009513448

The pricing of liquidity risk on the Shanghai stock market

Ho, Tsung-wu; Chang, Shu-Hwa - In: International review of economics & finance : IREF 38 (2015), pp. 112-130

Persistent link: https://www.econbiz.de/10011572341

Asymmetric spillover effects between the Shanghai and Hong Kong stock markets : evidence from quantile lagged regression

Zhu, Huiming; Tang, Yueli; Guo, Peng - In: Applied economics 49 (2017) 9, pp. 886-902

Persistent link: https://www.econbiz.de/10011811073

Integration of Chinese and Russian Stock Markets with World Markets : National and Sectoral Perspectives

Komárek, Luboš - 2014

degree of stock market integration between Russia and China as well as between them and the United States, the euro area and … integration resumes between Russia and China, and with world markets. Notably, the episode of sigma-divergence from the 2008 …/2009 crisis is stronger for China than Russia. We also find that the process of stock market integration and the impact of the …

Persistent link: https://www.econbiz.de/10013066581

Integration of Chinese and Russian stock markets with world markets : national and sectoral perspectives

Babeckij, Jan; Komárek, Luboš; Komárková, Zlatuš - 2012

Persistent link: https://www.econbiz.de/10009489572

Integration versus segmentation in China's stock market : an analysis of time-varying beta risks

Li, Hong - In: Journal of international financial markets, … 25 (2013), pp. 88-105

Persistent link: https://www.econbiz.de/10009762803

Convergence of returns on Chinese and Russian stock markets with world markets : national and sectoral perspectives

Babeckij, Jan; Komárek, Luboš; Komárková, Zlatuše - In: National Institute economic review 223 (2013), pp. 16-38

Persistent link: https://www.econbiz.de/10009725602

The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market

Wang, Yuenan; Di Iorio, Amalia - In: Review of quantitative finance and accounting 29 (2007) 2, pp. 181-203

Persistent link: https://www.econbiz.de/10003600124

The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets

Öztek, Mehmet Fatih; Öcal, Nadir - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 317-360

Persistent link: https://www.econbiz.de/10011453995