The price linkages between the equity fund price levels and the stock markets: Evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (MPF)

International Review of Financial Analysis

Volumn 19, Issue 4, 2010, Pages 281-288

  Chu, Patrick Kuok Kun ^a  

^a UNIVERSITY OF MACAU   (Macao)

Author keywords

Causality test; Cointegration analysis; G20; G23; Pension fund; Unit Root Test

Indexed keywords

EID: 78149464653     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2010.08.001     Document Type: Article

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