Co-movements between Chinese and American Stock Markets
碩士 === 國立政治大學 === 國際經營與貿易研究所 === 100 === This paper investigates stock market co-movements betweenthe the U.S. and China. We construct daytime and overnight returns for a portfolio of Chinese stocks using their NYSE-traded ADRs and an industry-matched portfolio of American stocks between 2005 and 20...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/40389326060823989713 |