4.6 Article

The lead-lag relationship between Chinese mainland and Hong Kong stock markets

Related references

Note: Only part of the references are listed.
Article Physics, Multidisciplinary

Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market

Kun Guo et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2017)

Article Business, Finance

The lead-lag relationship between the spot and futures markets in China

Donghua Wang et al.

QUANTITATIVE FINANCE (2017)

Article Business, Finance

Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates

Hai-Chuan Xu et al.

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY (2017)

Article Physics, Multidisciplinary

The lead-lag relationship between stock index and stock index futures: A thermal optimal path method

Chen-Chen Gong et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2016)

Article Physics, Multidisciplinary

Correlation between agricultural markets in dynamic perspective-Evidence from China and the US futures markets

Rui-Lin Jia et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2016)

Article Economics

Who Plays the Key Role among Shanghai, Shenzhen and Hong Kong Stock Markets?

Jian Wang et al.

CHINA & WORLD ECONOMY (2012)

Article Business, Finance

Evidence of interdependence and contagion using a frequency domain framework

Vincent Bodart et al.

EMERGING MARKETS REVIEW (2009)

Article Economics

Financial crisis and African stock market integration

Z Wang et al.

APPLIED ECONOMICS LETTERS (2003)

Article Business, Finance

Financial market integration in Europe: On the effects of EMU on stock markets

M Fratzscher

INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS (2002)

Article Business, Finance

Volatility spillover effects from Japan and the US to the Pacific-Basin

A Ng

JOURNAL OF INTERNATIONAL MONEY AND FINANCE (2000)

Article Economics

International transmission of stock prices among G7 countries: LA-VAR approach

S Hamori et al.

APPLIED ECONOMICS LETTERS (2000)