Financial Scandal and China’s Stock Market Couplings
This paper examines the impact of CITIC Securities (CITICS)’ insider trading on five state-owned banks’ stock returns in China. We first conduct a structural Vector Autoregression model together with Granger causality to investigate the response of banks’ returns to that of CITICS. Next an Exponenti...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
HATASO
2018-04-01
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| Series: | Management and Economics Research Journal |
| Subjects: | |
| Online Access: | https://app.scholasticahq.com/publishing/merj/articles/3777-financial-scandal-and-china-s-stock-market-couplings/edit |