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Dynamic Linkages Between the China and International Stock Markets

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  • Kui Fan
  • Zudi Lu
  • Shouyang Wang

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  • Kui Fan & Zudi Lu & Shouyang Wang, 2009. "Dynamic Linkages Between the China and International Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 16(3), pages 211-230, September.
    • Handle: RePEc:kap:apfinm:v:16:y:2009:i:3:p:211-230
    DOI: 10.1007/s10690-009-9093-5
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    Cited by:

    1. Kim Hiang Liow & Graeme Newell, 2012. "Investment Dynamics of the Greater China Securitized Real Estate Markets," Journal of Real Estate Research, Taylor & Francis Journals, vol. 34(3), pages 399-428, January.
    2. Apergis, Nicholas & Payne, James E., 2014. "Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets," Review of Financial Economics, Elsevier, vol. 23(1), pages 46-53.
    3. Naseri, Marjan & Masih, Mansur, 2014. "Integration and Comovement of Developed and Emerging Islamic Stock Markets: A Case Study of Malaysia," MPRA Paper 58799, University Library of Munich, Germany.

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