International Capital Constraints and Stock Market Dynamics

2009 ◽  
Author(s):  
Astrid V. Schornick
Keyword(s):  
Stock Market ◽  
Market Dynamics ◽  
International Capital ◽  
Capital Constraints

scholarly journals Latin American stock market dynamics and comovement

2018 ◽  
Vol 24 (3) ◽  
pp. 1109-1129 ◽  
Author(s):  
Simeon Coleman ◽  
Vitor Leone ◽  
Otavio R. de Medeiros
Keyword(s):  
Stock Market ◽  
Latin American ◽  
Market Dynamics

scholarly journals Analysis on the Impact of Short-Term International Capital Flows on Chinese Stock Market on the Basis of VAR Model

2018 ◽  
Vol 10 (8) ◽  
pp. 77
Author(s):  
Ning Wu
Keyword(s):  
Stock Market ◽  
Capital Flows ◽  
Composite Index ◽  
International Capital Flows ◽  
Capital Inflows ◽  
Var Model ◽  
Chinese Stock Market ◽  
International Capital ◽  
Short Term ◽  
The Impact

With the continuous development of global economic integration and financial markets, international capital flows more and more frequently, the frequent flow of international capital will inevitably affect the yield of Chinese stock market. This article uses short-term international capital inflows SS and Shanghai composite index R as research objects. Based on monthly data from January 2002 to October 2017, VAR model was constructed using Eviews8.0 to study the impact of short-term international capital flows on Chinese stock market. Empirical studies have found that short-term international capital flow is the granger cause of changes in the Shanghai composite index yield, while the yield of Chinese stock market will not affect short-term international capital flows. At the end of this paper, relevant suggestions are put forward according to the conclusions.

Market dynamics and momentum in the Taiwan stock market

2016 ◽  
Vol 38 ◽  
pp. 59-75 ◽  
Author(s):  
Chaonan Lin ◽  
Kuan-Cheng Ko ◽  
Zhi-Xiang Feng ◽  
Nien-Tzu Yang
Keyword(s):  
Stock Market ◽  
Market Dynamics
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