Policy change and lead-lag relations among China's segmented stock markets

Journal of Multinational Financial Management

Volumn 18, Issue 3, 2008, Pages 276-289

  Qiao, Zhuo ^a   Li, Yuming ^b   Wong, Wing Keung ^c  

^a UNIVERSITY OF MACAU   (Macao)

^b CALIFORNIA STATE UNIVERSITY   (United States)

^c HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Granger causality; Lead lag relation; Nonlinearity; Stock market segmentation

Indexed keywords

EID: 41949086646     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mulfin.2007.11.001     Document Type: Article

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