TIAN, GARY GANG - In: Australian Economic Papers 46 (2007) 3, pp. 240-253
This paper investigates the cointegrating and long-term causal relationships between the Shanghai A and B-share market, and between these two markets and the Hong Kong, the Taiwanese, the Japanese and the US market of two sub periods between July 1993 and March 2007. On the basis of a new...