The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market

Review of Quantitative Finance and Accounting

Volumn 29, Issue 2, 2007, Pages 181-203

  Wang, Yuenan ^a   Di Iorio, Amalia ^a  

^a RMIT UNIVERSITY   (Australia)

Author keywords

Chinese stock market; GARCH model; Market integration

Indexed keywords

EID: 34548075858     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/s11156-007-0026-y     Document Type: Article

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