Yi, Zheng; Heng, Chen; Wong, Wing-Keung - In: Journal of Risk and Financial Management 2 (2009) 1, pp. 38-74
Current integration and co-movement among international stock markets has been boosted by increased globalization of the world economy, and profit-chasing capital surfing across borders. With a reputation as the fastest growing economy in the world, China’s stock market has continued gaining...