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 paper features an analysis of volatility spillover effects from Australia's major trading partners, namely, China … composite and the Hangseng. (in the case of China, as both China and Hong Kong appear in Australian trade statistics), the S …