Co-movement in U.S. and Chinese Equity Index Returns
This paper investigates the co-movements and directional causality of stock market returns in the United States and China from January 3, 2000 through December, 30 2011. Co-movement in equity returns during the early years of the sample period, 2000 through 2005, is rather low and equity returns in...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
2013-03-01
|
| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150612153212-VAIFL.pdf |