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High frequency volatility spillover effect based on the Shanghai-Hong Kong Stock Connect Program
Zhang, Qiang; Jaffry, Shabbar - In: Investment management and financial innovations 12 (2015) 2, pp. 8-15
Persistent link: https://www.econbiz.de/10011500123
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Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
Lin, Wensheng - In: Economic modelling 67 (2017), pp. 346-354
Persistent link: https://www.econbiz.de/10011813838
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Spillover and profitability of intraday herding on cross-listed stocks
Lai, Rose Neng; Zhang, Yang - In: The Chinese economy : translations and studies 53 (2020) 1, pp. 25-61
Persistent link: https://www.econbiz.de/10012182173
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Capital market liberalization and equity market interdependence
Fry-McKibbin, Renée; Yan, Ziyu - 2020
Persistent link: https://www.econbiz.de/10012225249
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The dependence and risk spillover between crude oil market and China stock market : new evidence from a variational mode decomposition-based copula method
Li, Xiafei; Wei, Yu - In: Energy economics 74 (2018), pp. 565-581
Persistent link: https://www.econbiz.de/10011972926
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Are stock markets in Asia related to carry trade?
Fung, Hung-gay; Tse, Yiuman; Zhao, Lin - In: Pacific-Basin finance journal 25 (2013), pp. 200-216
Persistent link: https://www.econbiz.de/10010346745
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Causality in volatility and volatility spillover effects between US, Japan and four equity markets in the South China Growth Triangular
Hu, John Wei-shan (contributor) - In: Journal of international financial markets, … 7 (1997) 4, pp. 351-367
Persistent link: https://www.econbiz.de/10001242241
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Asymmetric spillover effects between the Shanghai and Hong Kong stock markets : evidence from quantile lagged regression
Zhu, Huiming; Tang, Yueli; Guo, Peng - In: Applied economics 49 (2017) 9, pp. 886-902
Persistent link: https://www.econbiz.de/10011811073
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The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen; Uddin, Mohammed Gazi Salah; Sen, Ding; … - In: International review of financial analysis 91 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
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Regulatory changes, market integration and spillover effects in the Chinese A, B and Hong Kong equity markets
Chen, Jing; Buckland, Roger; Williams, Julian - In: Pacific-Basin finance journal 19 (2011) 4, pp. 351-373
Persistent link: https://www.econbiz.de/10009271623