Similar Search Results

Volatility contagion across the equity markets of developed and emerging market economies

Hattori, Masazumi; Shim, Ilhyock; Sugihara, Yoshihiko - In: Macroeconomic shocks and unconventional monetary policy …, (pp. 99-117). 2019

Persistent link: https://www.econbiz.de/10012135322

Momentum effects in China : a review of the literature and an empirical explanation of prevailing controversies

Yunlin Yang; Ge̜bka, Bartosz; Hudson, Robert - In: Research in international business and finance 47 (2019), pp. 78-101

Persistent link: https://www.econbiz.de/10012135515

Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market : evidence from different data frequencies

Liu, Jingzhen - In: Research in international business and finance 48 (2019), pp. 243-257

Persistent link: https://www.econbiz.de/10012135907

Avoiding China's capital market : evidence from Hong Kong-listed Red-chips and P-Chips

Jia, Weishi; Pownall, Grace; Zhao, Jingran - In: Journal of international accounting research 17 (2018) 2, pp. 13-36

Persistent link: https://www.econbiz.de/10012137693

Impacts of introducing index futures on stock market volatilities : new evidences from China

Gao, Yang; Sun, Bianxia - In: Review of Pacific Basin financial markets and policies 21 (2018) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10011976146

Variance persistence in the greater China region : a multivariate GARCH approach

Diaz, John Francis; Qian, Peh Ying; Tan, Genevieve Liao - In: The Lahore journal of economics 23 (2018) 2, pp. 49-68

Persistent link: https://www.econbiz.de/10011980529

Accessing the China a-shares market via minimum-variance investing

Chen, Alex; Pong, Eddie; Wang, Yang - In: The journal of portfolio management : a publication of … 45 (2018) 1, pp. 106-117

Persistent link: https://www.econbiz.de/10011980743

Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2019

This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … analysis is carried out for the weekly series to study the impact of the 2007-8 global financial crisis and the 2015 China … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …

Persistent link: https://www.econbiz.de/10011982404

Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets

Long, Huaigang; Jiang, Yuexiang; Zhu, Yanjian - In: Finance research letters 24 (2018), pp. 129-136

Persistent link: https://www.econbiz.de/10011982519

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