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Short sale constraints, disperse pessimistic beliefs and market efficiency : evidence from the Chinese stock market
Zhao, Zhongkuang; Li, Shuqi; Xiong, Heping - In: Economic modelling 42 (2014), pp. 333-342
Persistent link: https://www.econbiz.de/10010478100
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Does short selling improve stock price efficiency and liquidity? : evidence from a natural experiment in China
Li, Zhisheng; Lin, Bingxuan; Zhang, Ting; Chen, Chen - In: The European journal of finance 24 (2018) 15, pp. 1350-1368
Persistent link: https://www.econbiz.de/10012258900
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Market liberalization and the extent of informed trading : evidence from China's equity markets
Alhaj-Yaseen, Yaseen S.; Rao, Xi; Jin, Yinghua - In: Journal of multinational financial management 39 (2017), pp. 78-99
Persistent link: https://www.econbiz.de/10011927791
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Does stock market liberalization improve stock price efficiency? : evidence from China
Chen, Yunsen; Huang, Jianqiao; Li, Xiao; Yuan, Qingbo - In: Journal of business finance & accounting : JBFA 49 (2022) 7/8, pp. 1175-1210
Persistent link: https://www.econbiz.de/10013348102
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Multiscaling and stock market efficiency in China
Thiele, Thomas A. - In: Review of Pacific Basin financial markets and policies 17 (2014) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10010474386
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Does the Shanghai stock market generate excess returns? : tests based on the profitability of technical trading rules
Groenewold, Nicolaas - In: International economics & finance journal : (IEFJ) 1 (2006) 2, pp. 211-231
Persistent link: https://www.econbiz.de/10003791203
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Testing for over-reaction and under-reaction in Chinese Shanghai composite index constituent stocks and Australian resource stocks
Abraham, Santosh Mon - In: International journal of economics and finance 5 (2013) 10, pp. 51-57
Persistent link: https://www.econbiz.de/10010199589
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China's evolving stock market efficiency reconsidered : the Kalman filter analysis
Li, Xiaoming - 2001
Persistent link: https://www.econbiz.de/10001575890
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Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China's capital account liberalization
Yang, Kun; Wei, Yu; Li, Shouwei; He, Jianmin - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012660132
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Effects of Capital Account Liberalization on Emerging Stock Market : Evidence from China’s Shanghai - Hong Kong Stock Connect
Xiao, Fengjuan - 2021
volatility. We take China’s Shanghai – Hong Kong Stock Connect as a representation of China’s capital account liberalization. We … also take the Shanghai Stock Exchange market to generalize China’s stock market. We apply daily univariate models and … monthly multivariate model to test the effects of the Shanghai – Hong Kong Stock Connect net flows northbound and southbound …
Persistent link: https://www.econbiz.de/10013226342