Pages that link to "Item:Q5440106"
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The following pages link to Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets (Q5440106):
Displaying 3 items.
- Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index (Q2158717) (← links)
- Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market (Q3178528) (← links)
- An empirical study on the threshold cointegration of Chinese A and H cross-listed shares (Q5130353) (← links)