The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China

Through an investigation into seven major industries in China’s stock market from 2002 to 2013, this study focuses on two main external determinants: market condition and policy change on intra-industry information diffusion. We employ both time-series and panel Vector Auto-regression (VAR...

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Bibliographic Details
Main Authors: Chi Dong, Hooi Hooi Lean, Zamri Ahmad, Wing-Keung Wong
Format: Article
Language:English
Published: MDPI AG 2019-02-01
Series:Sustainability
Subjects:
Online Access:https://www.mdpi.com/2071-1050/11/4/1037