Empirical Analysis of Dynamic Linkages between China and International Stock Markets

Journal of Mathematical Finance ◽

10.4236/jmf.2016.61018 ◽

2016 ◽

Vol 06 (01) ◽

pp. 189-212 ◽

Author(s):

Thomas C. Chiang ◽

Xiaoyu Chen

Keyword(s):

Empirical Analysis ◽

Stock Markets ◽

International Stock Markets ◽

Dynamic Linkages

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Non-linear dynamic linkages in the international stock markets

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2006.11.013 ◽

2007 ◽

Vol 377 (1) ◽

pp. 173-180 ◽

Author(s):

Zeynel Abidin Ozdemir ◽

Esin Cakan

Keyword(s):

Stock Markets ◽

Linear Dynamic ◽

International Stock Markets ◽

Dynamic Linkages

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Dynamic linkages between Thai and international stock markets

Journal of Economic Studies ◽

10.1108/01443580810903572 ◽

2008 ◽

Vol 35 (5) ◽

pp. 425-441 ◽

Author(s):

Abbas Valadkhani ◽

Surachai Chancharat

Keyword(s):

Stock Markets ◽

International Stock Markets ◽

Dynamic Linkages

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Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century

SSRN Electronic Journal ◽

10.2139/ssrn.1947305 ◽

2010 ◽

Author(s):

Laura Spierdijk ◽

Jacob Antoon Bikker ◽

Pieter van den Hoek

Keyword(s):

20Th Century ◽

Empirical Analysis ◽

Stock Markets ◽

Mean Reversion ◽

International Stock Markets

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Dynamic linkages between the center and periphery in international stock markets

Research in International Business and Finance ◽

10.1016/j.ribaf.2008.05.001 ◽

2009 ◽

Vol 23 (1) ◽

pp. 46-53 ◽

Author(s):

Zeynel Abidin Ozdemir ◽

Hasan Olgun ◽

Bedriye Saracoglu

Keyword(s):

Stock Markets ◽

International Stock Markets ◽

Dynamic Linkages

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Cointegration and Dynamic Linkages of International Stock Markets: An Emerging Market Perspective

SSRN Electronic Journal ◽

10.2139/ssrn.1537528 ◽

2010 ◽

Author(s):

Walid M. Ahmed

Keyword(s):

Stock Markets ◽

Emerging Market ◽

International Stock Markets ◽

Market Perspective ◽

Dynamic Linkages

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Dynamic Linkages Between the China and International Stock Markets

Asia-Pacific Financial Markets ◽

10.1007/s10690-009-9093-5 ◽

2009 ◽

Vol 16 (3) ◽

pp. 211-230 ◽

Author(s):

Kui Fan ◽

Zudi Lu ◽

Shouyang Wang

Keyword(s):

Stock Markets ◽

International Stock Markets ◽

Dynamic Linkages

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Dynamic linkages and the propagation mechanism driving major international stock markets: An analysis of the pre- and post-crash eras

The Quarterly Review of Economics and Finance ◽

10.1016/s1062-9769(97)90008-9 ◽

1997 ◽

Vol 37 (4) ◽

pp. 859-885 ◽

Author(s):

Abul M.M. Masih ◽

Rumi Masih

Keyword(s):

Stock Markets ◽

Propagation Mechanism ◽

International Stock Markets ◽

Dynamic Linkages

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Short-run and long-run dynamic linkages among international stock markets

International Review of Economics & Finance ◽

10.1016/s1059-0560(96)90025-8 ◽

1996 ◽

Vol 5 (4) ◽

pp. 387-405 ◽

Author(s):

M.Kabir Hassan ◽

Atsuyuki Naka

Keyword(s):

Stock Markets ◽

International Stock Markets ◽

Long Run ◽

Short Run ◽

Dynamic Linkages

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Mean reversion in international stock markets: An empirical analysis of the 20th century

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2011.11.008 ◽

2012 ◽

Vol 31 (2) ◽

pp. 228-249 ◽

Author(s):

Laura Spierdijk ◽

Jacob A. Bikker ◽

Pieter van den Hoek

Keyword(s):

20Th Century ◽

Empirical Analysis ◽

Stock Markets ◽

Mean Reversion ◽

International Stock Markets

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Investor Overreaction in International Stock Markets

10.2469/dig.v30.n1.612 ◽

2000 ◽

Vol 30 (1) ◽

pp. 31-32

Author(s):

Janet Yuen

Keyword(s):

Stock Markets ◽

International Stock Markets

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