Dynamics in the co-movement of economic growth and stock return: comparison between the United States and China

The performance of the stock market is usually regarded as the barometer of economic growth and stock return and economic growth are, therefore, believed to co-move. However, the co-movement may exhibit different characteristics in various economic systems. This paper studies the co-movement of stoc...

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Bibliographic Details
Main Author: Yu Jiang
Format: Article
Language:English
Published: Taylor & Francis Group 2019-01-01
Series:Ekonomska Istraživanja
Subjects:
Online Access:http://dx.doi.org/10.1080/1331677X.2019.1642786