Information flows within and across sectors in Chinese stock markets

Quarterly Review of Economics and Finance

Volumn 45, Issue 4-5, 2005, Pages 767-780

  Wang, Zijun ^a   Kutan, Ali M ^b,c   Yang, Jian ^d  

^a TEXAS A AND M UNIVERSITY   (United States)

^b SOUTHERN ILLINOIS UNIVERSITY EDWARDSVILLE   (United States)

^c CITY UNIVERSITY   (United Kingdom)

^d PRAIRIE VIEW A AND M UNIVERSITY   (United States)

Author keywords

Chinese stock markets; Generalized forecast error variance decomposition; Granger causality; Information flows; Sector returns

Indexed keywords

EID: 24044512966     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.qref.2003.08.001     Document Type: Article

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