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The relationship between IPOs and macroeconomic factors in the Chinese stock market

Cheng, William; Kong, Mingyan; Krishnamoorthya, Anand; … - In: Journal of transnational management : the official … 28 (2023) 1/2, pp. 101-114

Persistent link: https://www.econbiz.de/10014320167

Forecasting stock return volatility : realized volatility-type or duration-based estimators

Fei, Tianlun; Liu, Xiaoquan; Wen, Conghua - In: Journal of forecasting 42 (2023) 7, pp. 1594-1621

Persistent link: https://www.econbiz.de/10014432725

Is income converging in China? : a flexible Fourier stationary test

Su, Chi-Wei; Chang, Hsu-Ling - In: The economics of transition 21 (2013) 2, pp. 341-356

Persistent link: https://www.econbiz.de/10009735867

Detecting multiple factors in panel data : an application on the growth of local regions in China

Chen, W. D. - In: Applied economics 48 (2016) 37/39, pp. 3558-3568

Persistent link: https://www.econbiz.de/10011620821

A variance ratio test of the behaviour of Chinese stock indices

Zhang, Bing; Li, Xindan - In: Applied economics letters 15 (2008) 7/9, pp. 567-571

Persistent link: https://www.econbiz.de/10003741319

The random walk hypothesis for Chinese stock markets : evidence from variance ratio tests

Charles, Amélie; Darné, Olivier - In: Economic systems 33 (2009) 2, pp. 117-126

Persistent link: https://www.econbiz.de/10003859376

The Random Walk Hypothesis for Chinese Stock Markets : Evidence from Variance Ratio Tests

Charles, Amélie - 2009

This study examines the random walk hypothesis for the Shanghai and Shenzhen stock markets for both A and B shares, using daily data over the period 1992-2007. The hypothesis is tested with new multiple variance ratio tests – Whang-Kim subsampling and Kim's wild bootstrap tests – as well as...

Persistent link: https://www.econbiz.de/10013155962