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...

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Bibliographic details
Volume: 18
Main Author: Timothy Perry
Jia Ding
Format: Journal Article
Language: English
Place of publication: People & Global Business Association (P&GBA) 01.03.2013
published in: Global business and finance review Vol. 18; no. 1; pp. 1 - 19
Data of publication: 2013-03-01
ISSN: 1088-6931
EISSN: 2384-1648
Discipline: Business
Bibliography: G704-SER000003795.2013.18.1.006
Online Access: Fulltext
Database: Directory of Open Access Journals
Korean Citation Index
Database information Databases - DBIS