We have seen China's growing role in the past decades, and the world economy has become more exposed to the influence … of China. This paper explores emerging China's impact on the global equity market through the lens of asset pricing. We … study the predictive properties of the lagged China returns for global stock returns and find that the lagged China returns …

China form January 1994 to March 2011 by employing both portfolio method and cross-sectional regressions. We find strong … as idiosyncratic volatility are also consistent stock return predictors in China. The results exist for stocks listed in …

market in other countries, we notice a unique phenomenon in China that investors usually chase after hot topics wherever …

exchanges. These findings could serve as references for the China Security Regulatory Commission to monitor the market in future …

-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging … the US and China to the Asian stock markets during the US financial crisis and the Chinese stock market crash, and the …. Additionally, volatility was transmitted from China to the majority of the Asian stock markets during the US financial crisis. The …

(USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of …, the results indicate a unidirectional return transmission from China to the Brazil, Chile, Mexico, and Peru stock markets … stock markets. Furthermore, the volatility spillover is unidirectional from China to the Brazil stock market during the …