کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5069577 | 1476991 | 2015 | 5 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Stock market interdependence between China and the world: A multi-factor R-squared approach
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کلمات کلیدی
موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
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چکیده انگلیسی
- A normalized index is derived based on the multi-factor R-squared measure.
- Stock market interdependence between China and the world is studied.
- China increased its stock market interdependence with the world after its accession to WTO.
Using the daily return indexes of 39 industries obtained from DataStream database during 3 January 2000-31 May 2011 of the world stock markets and the multi-factor R-squared approach, we derive a normalized index to analyze the impact of China's financial liberalization on its stock market interdependence with the world. It is found that China's financial market reforms after its WTO accession have significantly enhanced market interdependence.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Finance Research Letters - Volume 13, May 2015, Pages 125-129
Journal: Finance Research Letters - Volume 13, May 2015, Pages 125-129
نویسندگان
Hongbo He, Shou Chen, Shujie Yao, Jinghua Ou,