Association between New York and Shanghai markets: evidence from the stock price indices / Niujorko ir Šanchajaus rinkos: akcijų kainų indeksai
This paper examines the time series characteristics of stock price indices for New York and Shanghai during the period of 1991 to 2009. Specifically, we calculate the rate of return and the volatility of return for two markets and estimate the serial correlation and co-movement of the two markets....
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2012-02-01
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| Series: | Journal of Business Economics and Management |
| Subjects: | |
| Online Access: | https://journals.vgtu.lt/index.php/JBEM/article/view/4378 |