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The comparison study of liquidity measurements on the Chinese stock markets
Gao, Yang; Zhao, Wandi; Wang, Mingjin - In: Emerging markets, finance and trade : EMFT 58 (2022) 2, pp. 483-511
Persistent link: https://www.econbiz.de/10012802098
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Common influences, spillover and integration in Chinese stock markets
Weber, Enzo; Zhang, Yanqun - 2008
The Chinese stock market features an interesting history of divided market segments: domestic (A), foreigners' (B) and overseas (H). This puts forth questions of market integration as well as cross-divisional information transmission. We address these issues in a structural DCC framework, an...
Persistent link: https://www.econbiz.de/10010263757
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It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: Scottish journal of political economy : the journal of … 63 (2016) 1, pp. 41-65
Persistent link: https://www.econbiz.de/10011454981
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Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo; Chi, Xie; Cong, Yu; Yan, Xu - In: Economic modelling 51 (2015), pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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The relationship among China's fuel oil spot, futures and stock markets
Li, Ping; Zhang, Ziyi; Yang, Tianna; Qingchao, Zeng - In: Finance research letters 24 (2018), pp. 151-162
Persistent link: https://www.econbiz.de/10011982552
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Co-movement of international copper prices, China's economic activity, and stock returns : Structural breaks and volatility dynamics
Guo, Jin - In: Global finance journal 36 (2018), pp. 62-77
Persistent link: https://www.econbiz.de/10012125016
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The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages
Liow, Kim Hiang - In: Journal of property investment & finance 32 (2014) 6, pp. 610-641
Persistent link: https://www.econbiz.de/10010416248
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Oil price shocks and stock market returns : new evidence from the United States and China
Broadstock, David C.; Filis, George - In: Journal of international financial markets, … 33 (2014), pp. 417-433
Persistent link: https://www.econbiz.de/10011299813
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The price of correlation risk : evidence from Chinese stock market
Deng, Yiwen; Liu, Chen; Zheng, Zhenlong - In: China finance review international 4 (2014) 4, pp. 343-359
Persistent link: https://www.econbiz.de/10011339002
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Spillover and comovement : the contagion mechanism of systemic risks between the US and Chinese stock markets
Liu, Yaqing; Ouyang, Hongbing - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 109-121
Persistent link: https://www.econbiz.de/10010465130