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Chinese Stocks during 2000–2013: Bubbles and Busts or Fundamentals?
16 references·0 citing·44 second hop
Chinese Stocks during 2000–2013: Bubbles and Busts or Fundamentals? (2015)Chinese Stocks during 2000–2013: Bubbles …Handbook of the Economics of Finance (2013)Handbook of the Economics of …Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010 (2012)Enter the dragon: Interaction…Macroeconomic factors and stock returns: Evidence from Taiwan (2011)Macroeconomic factors and sto…Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles (2010)Bubble diagnosis and predicti…The Economic Psychology of Stock Market Bubbles in China (2009)The Economic Psychology of St…Dynamic relationship between exchange rate and stock price: Evidence from China (2009)Dynamic relationship between …Relationships between oil price shocks and stock market: An empirical analysis from China (2008)Relationships between oil pri…EFFECT OF MACROECONOMIC VARIABLES ON STOCK MARKET RETURNS FOR FOUR EMERGING ECONOMIES: BRAZIL, RUSSIA, INDIA, AND CHINA (2008)EFFECT OF MACROECONOMIC VARIA…Analysis of the long‐term relationship between macro‐economic variables and the Chinese stock market using heteroscedastic cointegration (2008)Analysis of the long‐term rel…Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model (2003)Dollar exchange rate and stoc…Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries (2002)Stock market and macroeconomi…A Survey of Behavioral Finance (2002)A Survey of Behavioral FinanceIs there a long run relationship between stock returns and monetary variables: evidence from an emerging market (2001)Is there a long run relations…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)STOCK PRICES, REAL ACTIVITY, …Expectations and the neutrality of money (1972)MONEY, INCOME, AND CAUSALITY (1972)Asset returns and inflation (1977)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Testing for a Unit Root in Time Series Regression (1988)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The role of renewable energy consumption in economic growth: Evidence from asymmetric causality (2016)From nonrenewable to renewable energy and its impact on economic growth: The role of research & development expenditures in Asia-Pacific Economic Cooperation countries (2018)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach (2012)Impact of Macroeconomic Variables on Stock Markets: Evidence from Emerging Markets (2015)Spillover effects between exchange rates and stock prices: Evidence from BRICS around the recent global financial crisis (2015)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (2011)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Manias, Panics, and Crashes: A History of Financial Crises (1979)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)A Mathematical Theory of Financial Bubbles (2013)A stable and robust calibration scheme of the log-periodic power law model (2013)The oil price crash in 2014/15: Was there a (negative) financial bubble? (2016)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Prospect theory: An analysis of decision under risk (1988)The Cross-Section of Expected Stock Returns (1992)Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions (2003)Is value riskier than growth? (2005)The Behavior of Individual Investors (2013)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)… and the Cross-Section of Expected Returns (2015)Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations? (2010)PENGARUH INFLASI, SUKU BUNGA, KURS, DAN PERTUMBUHAN PDB TERHADAP INDEKS HARGA SAHAM GABUNGAN (2012)
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References

  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1981STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY2,632 cited
  • 2013Handbook of the Economics of Finance1,932 cited
  • 2002A Survey of Behavioral Finance1,189 cited
  • 2008Relationships between oil price shocks and stock market: An empirical analysis from China665 cited
  • 2002Stock market and macroeconomic fundamental dynamic interactions: ASEAN-5 countries400 cited
  • 2003Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model274 cited
  • 2009Dynamic relationship between exchange rate and stock price: Evidence from China262 cited
  • 2010Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles221 cited
  • 2008EFFECT OF MACROECONOMIC VARIABLES ON STOCK MARKET RETURNS FOR FOUR EMERGING ECONOMIES: BRAZIL, RUSSIA, INDIA, AND CHINA126 cited
  • 2011Macroeconomic factors and stock returns: Evidence from Taiwan114 cited
  • 2008Analysis of the long‐term relationship between macro‐economic variables and the Chinese stock market using heteroscedastic cointegration92 cited
  • 2009The Economic Psychology of Stock Market Bubbles in China

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84 cited
  • 2012Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–201068 cited
  • 2001Is there a long run relationship between stock returns and monetary variables: evidence from an emerging market67 cited
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