Zheng, Yi; Heng, Chen; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 38-74
Current integration and co-movement among international stock markets has been boosted by increased globalization of the world economy, and profit-chasing capital surfing across borders. With a reputation as the fastest growing economy in the world, China’s stock market has continued gaining...