Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: a new evidence
Rufei Ma, Chengtao Deng, Huan Cai, Pengxiang Zhai
| Year of publication: |
2019
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| Authors: | Ma, Rufei ; Deng, Chengtao ; Zhai, Pengxiang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 50.2019, p. 1-13
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| Subject: | Shanghai-Hong Kong Stock Connect | Financial liberalization | Financial integration | Comovement | Dynamic conditional correlation | Hongkong | Hong Kong | Finanzmarktregulierung | Financial market regulation | Shanghai | Korrelation | Correlation | Aktienmarkt | Stock market | Börse | Bourse | Volatilität | Volatility | Marktintegration | Market integration | Börsenkurs | Share price | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012200851