Information flows within and across sectors in Chinese stock markets
Year of publication: |
2005
|
---|---|
Authors: | Wang, Zijun ; Kutan, Ali Mustafa ; Yang, Jian |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 45.2005, 4/5, p. 767-780
|
Subject: | Aktienmarkt | Stock market | Informationsverbreitung | Information dissemination | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Branche | Economic sector | China | 1994-2001 |
-
Return predictability between industries and the stock market in China
Zhang, Yanying, (2022)
-
Cross-market information transmission and stock market volatility prediction
Wang, Yide, (2023)
-
Industry information diffusion and the lead-lag effect in stock returns
Hou, Kewei, (2002)
- More ...
-
Guo, Hui, (2006)
-
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W., (2008)
-
The stock-bond correlation and macroeconomic conditions : one and a half centuries of evidence
Yang, Jian, (2009)
- More ...