Stock market integration of mainland China is analyzed before and after the liberalization of Chinese stock exchange … segments. We apply a causalityin-variance procedure, using four mainland China stock market indices, two indices of the stock …

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … the US to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2 … mainland China and Hong Kong markets and low correlations of 6.4% and 7.2% between the US and China's two markets; thus …

This study investigates the comovement across China, Hong Kong, and U.S. stock markets with the dynamic conditional … Foreign Institutional Investors system (QFII) and the Split Share Structure Reform in China impact the correlations across … China, Hong Kong, and U.S. stock markets? I find evidence that both reform policies have significant positive impacts on the …