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Shanghai-Hong Kong stock connect : main characteristics, strategie significance, and regulatory response

Li, Jianjun - In: Development of China's financial supervision and regulation, (pp. 209-228). 2016

Persistent link: https://www.econbiz.de/10011521940

Global financial crisis effects on volatility spillover between Mainland China and Hong Kong stock markets

Zhang, Qiang; Jaffry, Shabbar - In: Investment management and financial innovations 12 (2015) 1, pp. 26-34

Persistent link: https://www.econbiz.de/10010515881

Global and regional range-based volatility spillover effects

Lee, Yen-Hsien - In: Emerging markets review 14 (2013), pp. 1-10

Persistent link: https://www.econbiz.de/10009727970

The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages

Liow, Kim Hiang - In: Journal of property investment & finance 32 (2014) 6, pp. 610-641

Persistent link: https://www.econbiz.de/10010416248

Return and volatility spillovers across equity markets in mainland China, Hong Kong and the United States

Mohammadi, Hassan; Tan, Yuting - In: Econometrics : open access journal 3 (2015) 2, pp. 215-232

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … (Shanghai and Shenzhen) over 2 January 2001 to 8 February 2013 suggest: (1) evidence of unidirectional return spillovers from … the US to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2 …

Persistent link: https://www.econbiz.de/10011296721

Volatility Spillovers from the Chinese Stock Market to Economic Neighbours

Allen, David E. - 2012

volatility between both the Shenzhen and Shanghai Chinese markets and several other markets around the Pacific Basin Area …This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its … neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA. China's increasing integration into …

Persistent link: https://www.econbiz.de/10013113161

Dynamic volatility spillovers across the Extended Greater China Region stock markets

Diaz, John Francis - In: Global economy journal : GEJ 21 (2021) 1, pp. 2150003-1-2150003-22

Persistent link: https://www.econbiz.de/10012805962

The risk spillovers from the Chinese stock market to major East Asian stock markets : a MSGARCH-EVT-copula approach

Yang, Xiao - In: International review of economics & finance : IREF 65 (2020), pp. 173-186

Persistent link: https://www.econbiz.de/10012385325

Stock market linkages and spillover effects : an empirical analysis of select Asian markets

Sehgal, Sanjay; Bijoy, Kumar; Saini, Sakshi - In: Theoretical economics letters 9 (2019) 5, pp. 1447-1472

Persistent link: https://www.econbiz.de/10012104479

The impact of reporting frequency on the information quality of share price : evidence from Chinese state-owned enterprises

Lee, Yin Toa; Tong, Wilson H. - In: Frontiers of business research in China : selected … 12 (2018) 2, pp. 83-100

Persistent link: https://www.econbiz.de/10011895420