SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Information Flows across Markets: Evidence from China–Backed Stocks Dual–Listed in Hong Kong and New York
0 references·15 citing·51 second hop
Information Flows across Markets: Evidence from China–Backed Stocks Dual–Listed in Hong Kong and New York (2002)Information Flows across Markets: Evidenc…On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia (2021)On spillover effects between …Stock Market Liberalization and Price Discovery: Evidence from the Shanghai-Hong Kong Stock Connect (2016)Stock Market Liberalization a…Spillover effect in Asian financial markets: A VAR-structural GARCH analysis (2016)Spillover effect in Asian fin…Financial integration in emerging market economies: Effects on volatility transmission and contagion (2015)Financial integration in emer…Corporate governance and market segmentation: evidence from the price difference between Chinese A and H shares (2012)Corporate governance and mark…The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares (2011)The pricing dynamics of cross…Day and Night Returns of Chinese ADRs (2011)Day and Night Returns of Chin…Dependence structures in Chinese and US financial markets: a time-varying conditional copula approach (2010)Dependence structures in Chin…Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe (2009)Volatility Spillovers between…Price Discovery for Segmented US‐Listed Chinese Stocks: Location or Market Quality? (2009)Price Discovery for Segmented…Price discovery and informational efficiency of international iShares funds (2007)Price discovery and informati…On the Comovement of A and H Shares (2006)On the Comovement of A and H …China financial research: A review and synthesis (2006)China financial research: A r…Volatility Transmission Models: A Survey (2005)Volatility Transmission Model…Information flows within and across sectors in Chinese stock markets (2003)Information flows within and …PORTFOLIO SELECTION* (1952)Continuous Auctions and Insider Trading (1985)Generalized autoregressive conditional heteroskedasticity (1986)Dynamics of mutual funds and stock markets in Asian developing economies (2019)Spillovers of Stock Markets among the BRICS: New Evidence in Time and Frequency Domains before the Outbreak of COVID-19 Pandemic (2021)Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model (2023)Macroeconomics and Reality (1980)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Generalized impulse response analysis in linear multivariate models (1998)Information transmission and spillover in currency markets: A generalized variance decomposition analysis (2006)Shock and Volatility Spillovers Among Equity Sectors of the National Stock Exchange in India (2017)Sectoral Contributions to Systemic Risk in the Chinese Stock Market (2018)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares (2012)The impact of Shanghai–Hong Kong Stock Connect policy on A-H share price premium (2016)The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry (2020)The Behavior of Stock-Market Prices (1965)Stock return variances (1986)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Where does return and volatility come from? The case of Asian ETFs (2009)Overreaction of country ETFs to US market returns: Intraday vs. daily horizons and the role of synchronized trading (2012)Country ETF returns and volatility spillovers in emerging stock markets, Europe and USA (2016)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)An Introduction to Copulas (1999)Dynamic Conditional Correlation (2002)Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events? (2017)The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach (2019)Risk spillovers from China's and the US stock markets during high-volatility periods: Evidence from East Asianstock markets (2023)Family Firms (2003)Institutions, ownership, and finance: the determinants of profit reinvestment among Chinese firms (2005)Law, finance, and economic growth in China (2005)The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests (2009)Booms and Busts in China’s Stock Market: Estimates Based on Fundamentals (2010)Investor response to public news, sentiment and institutional trading in emerging markets: A review (2015)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)INVESTIGATING ABNORMAL VOLATILITY TRANSMISSION PATTERNS BETWEEN EMERGING AND DEVELOPED STOCK MARKETS: A CASE STUDY (2020)Does financial crisis change the relationship between bank development and economic growth? Evidence from US states (2022)Multivariate Simultaneous Generalized ARCH (1995)Sectoral equity returns and portfolio diversification opportunities across the GCC region (2013)Frequency Domain Causality Analysis of Interactions between Financial Markets of Turkey (2015)Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock (2022)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Volatility Spillovers between Chinese and World Equity Markets (2011)Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach (2013)Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps (2022)What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets? (2022)Blockchain markets, green finance investments, and environmental impacts (2024)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2007Price discovery and informational efficiency of international iShares funds75 cited
  • 2006China financial research: A review and synthesis73 cited
  • 2011The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares63 cited
  • 2009Volatility Spillovers between Stock and Currency Markets: Evidence from Emerging Eastern Europe58 cited
  • 2003Information flows within and across sectors in Chinese stock markets50 cited
  • 2015Financial integration in emerging market economies: Effects on volatility transmission and contagion46 cited
  • 2021On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia46 cited
  • 2005Volatility Transmission Models: A Survey46 cited
  • 2010Dependence structures in Chinese and US financial markets: a time-varying conditional copula approach41 cited
  • 2016Spillover effect in Asian financial markets: A VAR-structural GARCH analysis38 cited
  • 2009Price Discovery for Segmented US‐Listed Chinese Stocks: Location or Market Quality?37 cited
  • 2006On the Comovement of A and H Shares27 cited
  • 2011Day and Night Returns of Chinese ADRs26 cited
  • 2016Stock Market Liberalization and Price Discovery: Evidence from the Shanghai-Hong Kong Stock Connect

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

22 cited
  • 2012Corporate governance and market segmentation: evidence from the price difference between Chinese A and H shares15 cited