He, Hongbo; Chen, Shou; Yao, Shujie; Ou, Jinghua - In: Journal of International Financial Markets, … 33 (2014) C, pp. 434-444
This paper studies China’s stock market with respect to financial liberalization and international market interdependence after its accession to the WTO in 2001. Using the multi-factor R-squared measure, we derive a normalized index to measure the impact of financial liberalization policies on...