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Sector Indices Correlation Analysis in China's Stock Market
6 references·0 citing·34 second hopsampled
Sector Indices Correlation Analysis in China's Stock Market (2013)Sector Indices Correlation Analysis in Ch…Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications (2006)Co-movements of sector index …Correlation dynamics in European equity markets (2005)Correlation dynamics in Europ…Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)Industrial Structure and the …INDUSTRY MOVEMENTS OF COMMON STOCKS (1977)INDUSTRY MOVEMENTS OF COMMON …WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS (1974)WORLD, NATIONAL, AND INDUSTRY…Market and Industry Factors in Stock Price Behavior (1966)Market and Industry Factors i…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Is the correlation in international equity returns constant: 1960–1990? (1995)Data mining investigation of co-movements on the Taiwan and China stock markets for future investment portfolio (2012)Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency (2016)Stock Market Reactions to Auto Manufacturers’ Environmental Failures (2018)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Diversification, Ricardian Rents, and Tobin's q (1988)The Event Study Methodology Since 1969 (1998)Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns (2002)Risk, Return, and Equilibrium: Empirical Tests (1973)Stock returns and the weekend effect (1980)Generalized autoregressive conditional heteroskedasticity (1986)Market Integration and Investment Barriers in Emerging Equity Markets (1995)Striking oil: Another puzzle? (2008)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Modern factor analysis (1960)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors (1993)Estimated correlation matrices and portfolio optimization (2004)The Externalities of High Frequency Trading (2012)International Diversification of Investment Portfolios (1970)ON THE ASSESSMENT OF RISK (1971)Corporate International Diversification and Market Assigned Measures of Risk and Diversification (1975)The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control (1989)International Listings of Stocks: The Case of Canada and the U.S. (1993)On estimating the expected return on the market (1980)Measuring and Testing the Impact of News on Volatility (1993)Dynamic Conditional Correlation (2002)Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area (2007)Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets (2013)Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market (2014)
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References

  • 1966Market and Industry Factors in Stock Price Behavior838 cited
  • 1992Industrial Structure and the Comparative Behavior of International Stock Market Indices662 cited
  • 1974WORLD, NATIONAL, AND INDUSTRY FACTORS IN EQUITY RETURNS303 cited
  • 1977INDUSTRY MOVEMENTS OF COMMON STOCKS97 cited
  • 2005Correlation dynamics in European equity markets79 cited
  • 2006Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications72 cited

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