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International linkages of the Chinese stock exchange : a multivariate GARCH analysis

Li, Hong - In: Applied financial economics 17 (2007) 4/6, pp. 285-297

Persistent link: https://www.econbiz.de/10003445979

Market efficiency and returns to simple technical trading rules : further evidence from US, UK, Asian and Chinese stock markets

Cai, Bill M.; Cai, Charlie X.; Keasey, Kevin - In: Asia-Pacific financial markets 12 (2005) 1, pp. 45-60

Persistent link: https://www.econbiz.de/10003370700

Stock market crashes in 2007 - 2009 : were we able to predict them?

Lleo, Sébastien; Ziemba, William T. - In: Managing and measuring risk : emerging global standards …, (pp. 457-499). 2012

Persistent link: https://www.econbiz.de/10009742614

The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets

Duppati, Geeta; Hou, Yang; Scrimgeour, Frank G. - In: Cogent economics & finance 5 (2017) 1, pp. 1-23

Purpose: This study examines how, and to what extent the trading of the cross-listed China-backed ADRs on the New York Stock Exchange (NYSE) contributes to the information flow and price discovery for the corresponding cross-listed stocks on the Shanghai Stock exchange (SSE)....

Persistent link: https://www.econbiz.de/10011886980