SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect
16 references·0 citing·36 second hop
Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect (2017)Financial liberalization and stock market…Statistical tests for power-law cross-correlated processes (2011)Statistical tests for power-l…Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China (2011)Privatization and Risk Sharin…Multifractal detrending moving-average cross-correlation analysis (2011)Multifractal detrending movin…Quantifying cross-correlations using local and global detrending approaches (2009)Quantifying cross-correlation…Cross-correlations between volume change and price change (2009)Cross-correlations between vo…Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Multifractal detrended cross-…Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Detrended Cross-Correlation A…Growth volatility and financial liberalization (2006)Growth volatility and financi…Does financial liberalization spur growth? (2005)Does financial liberalization…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Capital Market Liberalization, Economic Growth, and Instability (2000)Capital Market Liberalization…Economic Crises: Evidence and Insights from East Asia (1998)Economic Crises: Evidence and…Fractal Market Analysis: Applying Chaos Theory to Investment and Economics (1994)Fractal Market Analysis: Appl…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractional Brownian Motions, …Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)The Econometrics of Financial Markets (1997)Short-Term Capital Flows (1999)Contagion: Understanding How It Spreads (2000)Capital Account Liberalization: What Do Cross-Country Studies Tell Us? (2001)The Typical Spectral Shape of an Economic Variable (1966)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)Empirical properties of asset returns: stylized facts and statistical issues (2001)Detecting long-range correlations with detrended fluctuation analysis (2001)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Detrending moving average algorithm for multifractals (2010)Fractional Differencing (1981)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)A Simple Model of Herd Behavior (1992)Financial Globalization: A Reappraisal (2006)Financial Globalization: A Reappraisal (2006)Does financial development increase energy consumption? The role of industrialization and urbanization in Tunisia (2011)On the mechanics of economic development (1988)Legal Determinants of External Finance (1997)Law and Finance (1998)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Behavioral Finance and Its Implications for Stock-Price Volatility (1998)On Hurst exponent estimation under heavy-tailed distributions (2010)On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic (2020)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2005Does financial liberalization spur growth?2,011 cited
  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series1,476 cited
  • 2000Capital Market Liberalization, Economic Growth, and Instability1,416 cited
  • 1998Economic Crises: Evidence and Insights from East Asia1,032 cited
  • 1994Fractal Market Analysis: Applying Chaos Theory to Investment and Economics983 cited
  • 2008Multifractal detrended cross-correlation analysis for two nonstationary signals769 cited
  • 2009Cross-correlations between volume change and price change631 cited
  • 2011Statistical tests for power-law cross-correlated processes443 cited
  • 2006Growth volatility and financial liberalization434 cited
  • 2009Quantifying cross-correlations using local and global detrending approaches424 cited
  • 2011Multifractal detrending moving-average cross-correlation analysis

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

375 cited
  • 2011Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China344 cited
  • Cited by

    No citing works inside the corpus for this window.