Gang, Gary Tian - In: Multinational Finance Journal 12 (2008) 1-2, pp. 105-126
This study examines the cointegrating and long-term causal relationships of equity market prices in equity markets of Chinese states namely, Shanghai, Shenzhen, Hong Kong, Taiwan and Singapore. I cover the period between October 5, 1992 and March 20, 2006, taking into account both the Asian...