Market segmentation and information asymmetry in chinese stock markets: A VAR analysis

Financial Review

Volumn 38, Issue 4, 2003, Pages 591-609

  Yang, Jian ^a  

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

Author keywords

Chinese stock markets; Directed acyclic graphs; Forecast error variance decomposition; Information asymmetry; Market segmentation

Indexed keywords

EID: 3242711672     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/1540-6288.00062     Document Type: Article

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