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China stock price reactions to financial announcements: evidence from segmented markets

Huang, Xiaowu - In: Managerial Finance 30 (2004) 3, pp. 62-73

This paper examines empirically Chinese stock price reactions to financial announcements for 2002. We find that B share prices react more strongly to negative financial announcements than A shares. The announcements can lead to excess returns. One explanation is that the markets are segmented by...

Persistent link: https://www.econbiz.de/10014939734

Examining the impact of coronavirus on stock markets : investigating the cointegration and transmission of shocks between China and the world's largest stock markets

Ul Haq, Naveed; Shirwani, Abid H. K. - In: International journal of business and emerging markets … 13 (2021) 2, pp. 206-232

Persistent link: https://www.econbiz.de/10012505548

China's stock market integration with a leading power and a close neighbor

Zheng, Yi; Heng, Chen; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 38-74

memory feature of cointegration residual series, which can in turn exert bias on the resulting inferences. To overcome its … limitations, we employ a fractionally integrated VECM (FIVECM) in this paper to investigate the long-term cointegration relations …

Persistent link: https://www.econbiz.de/10011556100

Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration

Tan, Zhengxun; Xiao, Binuo; Huang, Yilong; Zhou, Li - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012821412

Linkages between crude oil and emerging Asian stock markets : new evidence from the Chinese stock market crash

Yousaf, Imran; Hassan, Arshad - In: Finance research letters 31 (2019), pp. 207-217

Persistent link: https://www.econbiz.de/10012421548

Impact of government spending on inflation in Asian emerging economies : evidence from India, China, and Indonesia

Nguyen, Tai Dang - In: The Singapore economic review : journal of the Economic … 64 (2019) 5, pp. 1171-1200

Persistent link: https://www.econbiz.de/10012293564

Human capital, physical capital and openness in two Asian economies- India and China : a comparative study using a VAR approach

Bhattacharjee, Jayanti; Haldar, Sushil Kr. - In: International journal of applied economics and … 22 (2014) 1, pp. 109-128

Persistent link: https://www.econbiz.de/10010396251

A study of the relationship between renminbi exchange rates and Chinese stock prices

Rutledge, Robert W.; Karim, Khondkar E.; Li, Chensheng - In: International economic journal 28 (2014) 3, pp. 381-403

Persistent link: https://www.econbiz.de/10010503506

China integrates Asia with the world : an empirical study

Dinda, Soumyananda - In: Journal of Chinese economic and foreign trade studies 7 (2014) 2, pp. 70-89

Persistent link: https://www.econbiz.de/10010480980

Dynamic Asian stock market convergence : evidence from dynamic cointegration analysis among China and ASEAN-5

Chien, Mei-Se; Lee, Chien-chiang; Hu, Te-Chung; Hu, Hui-Ting - In: Economic modelling 51 (2015), pp. 84-98

Persistent link: https://www.econbiz.de/10011475851

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