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Persistent link: https://www.econbiz.de/10011669190

Chinese Stock Market Volatility and the Role of U.S. Economic Variables

Chen, Jian - 2017

This paper investigates the effects of U.S. economic variables on the time variation of Chinese stock market volatility. We find that several U.S. economic variables such as the dividend price ratio, dividend yield and industrial production strongly forecast the future monthly volatilities of...

Persistent link: https://www.econbiz.de/10012969357

The impact of sovereign rating changes and financial contagion on stock market returns : evidence from five Asian countries

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Sudden changes in volatility in emerging markets : the case of Gulf Arab stock markets

Hammoudeh, Shawkat; Li, Huimin - In: International review of financial analysis 17 (2008) 1, pp. 47-63

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Essays on financial contagion and regime shifts

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Persistent link: https://www.econbiz.de/10003387282

Herding behavior in institutional investors: evidence from China's stock market

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Effectiveness, cause and impact of price limit : evidence from China's cross-listed stocks

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The intertemporal risk-return relationship : evidence from international markets

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The effect of short sale constraints on analyst forecast quality : evidence from a natural experiment in China

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Institutional industry herding in China

Zhu, Lei; Li, Huimin; Zheng, Dazhi - In: The Chinese economy : translations and studies 53 (2020) 3, pp. 246-264

Persistent link: https://www.econbiz.de/10012182183