comparison shows that the security return predictability in China market is even stronger than that in US market in recent period … between US market and China market. The findings suggest that the significant strong predictability Jegadeesh (1990) finds …

This paper measures the extent of comovements in stock returns between Korea and three major countries (China, Japan …, the comovement in stock returns between Korea and China became larger after the crisis. After an additional analysis, we …

China. We document that sentiments expressed in social media in reaction to the political event differed vastly between the … two countries. In comparison with Chinese investors, the sentiment among U.S. investors appears to have been considerably … the firms’ political connectedness to governing bodies in China. Our findings suggest that investors’ interpretations …

there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …