Univariate dependence among sectors in Chinese stock market and systemic risk implication

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2018.05.142 ◽

2018 ◽

Vol 510 ◽

pp. 355-364 ◽

Author(s):

Jing Hao ◽

Feng He

Keyword(s):

Stock Market ◽

Systemic Risk ◽

Chinese Stock Market

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Does network topology influence systemic risk contribution? A perspective from the industry indices in Chinese stock market

PLoS ONE ◽

10.1371/journal.pone.0180382 ◽

2017 ◽

Vol 12 (7) ◽

pp. e0180382 ◽

Author(s):

Haiming Long ◽

Ji Zhang ◽

Nengyu Tang

Keyword(s):

Stock Market ◽

Network Topology ◽

Systemic Risk ◽

Chinese Stock Market ◽

Risk Contribution

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Sectoral Contributions to Systemic Risk in the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.3266346 ◽

2018 ◽

Author(s):

Fei Wu

Keyword(s):

Stock Market ◽

Systemic Risk ◽

Chinese Stock Market

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Sectoral contributions to systemic risk in the Chinese stock market

Finance Research Letters ◽

10.1016/j.frl.2018.12.009 ◽

2019 ◽

Vol 31 ◽

Author(s):

Fei Wu

Keyword(s):

Stock Market ◽

Systemic Risk ◽

Chinese Stock Market

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Industries Return and Volatility Spillover in Chinese Stock Market: An Early Warning Signal of Systemic Risk

IEEE Access ◽

10.1109/access.2018.2888522 ◽

2019 ◽

Vol 7 ◽

pp. 9046-9056 ◽

Author(s):

Feng He ◽

Zhifeng Liu ◽

Sicen Chen

Keyword(s):

Stock Market ◽

Early Warning ◽

Systemic Risk ◽

Warning Signal ◽

Volatility Spillover ◽

Chinese Stock Market ◽

Early Warning Signal

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Systemic Risk in the Chinese Stock Market Under Different Regimes: A Sector-Level Perspective

Asian Economic and Financial Review ◽

10.18488/journal.aefr.2019.96.665.679 ◽

2019 ◽

Vol 9 (6) ◽

pp. 665-679

Author(s):

Haizhen Yang ◽

Xiangjuan Cheng ◽

Qiubin Huang ◽

Qiao Wang

Keyword(s):

Stock Market ◽

Systemic Risk ◽

Chinese Stock Market

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Systemic risk of the Chinese stock market based on the mobility measures of the marginal expected shortfall

The Journal of Risk ◽

10.21314/jor.2021.015 ◽

2021 ◽

Author(s):

Xiaohang Liu ◽

Handong Li

Keyword(s):

Stock Market ◽

Systemic Risk ◽

Expected Shortfall ◽

Chinese Stock Market ◽

Marginal Expected Shortfall

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Online collective emotion and Chinese stock market

PsycEXTRA Dataset ◽

10.1037/e627722013-206 ◽

2013 ◽

Author(s):

Hao Chen ◽

Kai Sheng Lai

Keyword(s):

Stock Market ◽

Chinese Stock Market ◽

Collective Emotion

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Market Segmentation and Stock Prices Discount in the Chinese Stock Market: Revisiting B-Share Discounts in the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.1029494 ◽

2007 ◽

Author(s):

Oliver M. Rui ◽

Wenfeng Wu ◽

Bong-Soo Lee

Keyword(s):

Stock Market ◽

Market Segmentation ◽

Stock Prices ◽

Chinese Stock Market

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Does Idiosyncratic Risk Deter Short-Sellers? Evidence from the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2024456 ◽

2012 ◽

Author(s):

Song Wang

Keyword(s):

Stock Market ◽

Idiosyncratic Risk ◽

Chinese Stock Market ◽

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Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash

SSRN Electronic Journal ◽

10.2139/ssrn.2806917 ◽

2015 ◽

Author(s):

Qian Han ◽

Jufang Liang

Keyword(s):

Stock Market ◽

Spot Market ◽

Market Quality ◽

Chinese Stock Market ◽

Futures Trading ◽

Stock Market Crash ◽

Index Futures ◽

Trading Restrictions ◽

Quality Evidence

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