Log in

Relevant bibliographies by topics / Chinese market / Journal articles

To see the other types of publications on this topic, follow the link: Chinese market.

Journal articles on the topic 'Chinese market'

Author: Grafiati

Published: 4 June 2021

Last updated: 26 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Chinese market.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

Zhao, Yu, Yu Zhang, and Chunjie Qi. "Study on Openness of Chinese Stock Market: Comparing with Mature Markets." International Journal of Trade, Economics and Finance 1, no. 1 (2010): 114–20. http://dx.doi.org/10.7763/ijtef.2010.v1.21.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Lu, Changjiang, Kemin Wang, Haiwei Chen, and James Chong. "Integrating A- and B-Share Markets in China: The Effects of Regulatory Policy Changes on Market Efficiency." Review of Pacific Basin Financial Markets and Policies 10, no. 03 (2007): 309–28. http://dx.doi.org/10.1142/s0219091507001082.

Full text

Abstract:

We investigate the effectiveness of two recent regulatory policy changes on market efficiency in the Chinese A- and B-share markets. Overall, the opening of the B-share market to domestic Chinese investors and the limited opening of the A-share market to foreign investors increase market efficiency. The opening of the B-share market significantly reduces the price differential between A- and B-shares. Furthermore, there is no longer feedback in returns between the two markets in recent years. Our results provide evidence that there is no detrimental effect to market efficiency by integrating C

APA, Harvard, Vancouver, ISO, and other styles

3

Avdashkin, A. A. "«Chinese» market in the space of a Russian city (the case of Chelyabinsk)." VESTNIK ARHEOLOGII, ANTROPOLOGII I ETNOGRAFII, no. 2 (49) (June 5, 2020): 147–56. http://dx.doi.org/10.20874/2071-0437-2020-49-2-13.

Full text

Abstract:

This article is focused on the problem of formation and development of «Chinese markets». Most of the aca-demic texts on the issue are based on materials from the Irkutsk «Shanghai» market. «Chinese markets» of the Ural cities have not been explored. The purpose of this manuscript is to trace the formation and development of ideas about the «Chinese market» among the residents of a large Ural city using the example of Chelyabinsk. The source base includes the author’s personal observations made in the Chinatown area (vicinity of the «Zare-chny Market»), archival documents on migration and trad

APA, Harvard, Vancouver, ISO, and other styles

4

Jiang, W., and V. Lapshin. "Chinese Bond Market." World Economy and International Relations, no. 2 (2014): 32–37. http://dx.doi.org/10.20542/0131-2227-2014-2-32-37.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Gel'bras, V. "Chinese Common Market!?" World Economy and International Relations, no. 6 (2002): 71–81. http://dx.doi.org/10.20542/0131-2227-2002-6-71-81.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Fan, Yiwen. "Calendar Effect in The Chinese Securities Market." BCP Business & Management 39 (February 22, 2023): 82–88. http://dx.doi.org/10.54691/bcpbm.v39i.4022.

Full text

Abstract:

The existence of the calendar effect as a market anomaly problem proves that there are loopholes in the Efficient Market Hypothesis (EMH). By studying the calendar effect, scholars can gradually identify and solve the problems of regulatory loopholes and information asymmetry in the financial market. This paper divides the Chinese securities market into stock market, bond market, fund market and financial derivatives market, focusing on the weekday effect and the month effect. By summarizing and comparing the weekday effect and the month effect of the above four sub-markets, the paper shows th

APA, Harvard, Vancouver, ISO, and other styles

7

Abdelhedi, Mouna, and Mouna Boujelbène-Abbes. "Transmission of shocks between Chinese financial market and oil market." International Journal of Emerging Markets 15, no. 2 (2019): 262–86. http://dx.doi.org/10.1108/ijoem-07-2017-0244.

Full text

Abstract:

Purpose The purpose of this paper is to empirically investigate the volatility spillover between the Chinese stock market, investor’s sentiment and oil market, specifically during the 2014‒2016 turmoil period. Design/methodology/approach This study used the daily and monthly China market price index, oil-price index and composite index of Chinese investor’s sentiment. The authors first use the DCC GARCH model in order to study the correlation between variables. Second, the authors use a continuous wavelet decomposition technique so as to capture both time- and frequency-varying features of co-

APA, Harvard, Vancouver, ISO, and other styles

8

Zhao, Mingguo, and Hail Park. "Bidirectional Risk Spillovers between Chinese and Asian Stock Markets: A Dynamic Copula-EVT-CoVaR Approach." Journal of Risk and Financial Management 17, no. 3 (2024): 110. http://dx.doi.org/10.3390/jrfm17030110.

Full text

Abstract:

This study aims to investigate bidirectional risk spillovers between the Chinese and other Asian stock markets. To achieve this, we construct a dynamic Copula-EVT-CoVaR model based on 11 Asian stock indexes from 1 January 2007 to 31 December 2021. The findings show that, firstly, synchronicity exists between the Chinese stock market and other Asian stock markets, creating conditions for risk contagion. Secondly, the Chinese stock market exhibits a strong risk spillover to other Asian stock markets with time-varying and heterogeneous characteristics. Additionally, the risk spillover displays an

APA, Harvard, Vancouver, ISO, and other styles

9

Zeng, Hongjun, and Ran Lu. "High-frequency volatility connectedness and time-frequency correlation among Chinese stock and major commodity markets around COVID-19." Investment Management and Financial Innovations 19, no. 2 (2022): 260–73. http://dx.doi.org/10.21511/imfi.19(2).2022.23.

Full text

Abstract:

This study examines the connectedness and time-frequency correlation of price volatility across the Chinese stock market and major commodity markets. This paper applies a DCC-GARCH-based volatility connectedness model and the cross-wavelet transform to examine the transmission of risk patterns in these markets before and during the COVID-19 outbreak, as well as the leading lag relationship and synergistic movements between different time domains. First, the findings of the DCC-GARCH connectedness model show dynamic total spillovers are stronger after the COVID-19 outbreak. Chinese stocks and c

APA, Harvard, Vancouver, ISO, and other styles

10

Krug, Barbara, and Hans Hendrischke. "Market design in Chinese market places." Asia Pacific Journal of Management 29, no. 3 (2010): 525–46. http://dx.doi.org/10.1007/s10490-010-9225-5.

Full text

APA, Harvard, Vancouver, ISO, and other styles

11

Liu, Kerry. "The Chinese Government Bond Markets: Foreign Investments and Market Efficiency." Global Journal of Emerging Market Economies 14, no. 1 (2022): 93–104. http://dx.doi.org/10.1177/09749101211070954.

Full text

Abstract:

The Chinese bond market is the world’s second largest, with government bonds accounting for the majority of the market. The Chinese government has been gradually opening up its bond markets to foreign investors since 2015. However, studies on the Chinese bond markets are very few. Based on data of most frequently traded government bonds in 2015 and 2019, statistical tests including Ken-tau tests and variance ratio tests show that while Chinese government bond markets were generally not efficient in 2015, the efficiency has significantly improved in 2019. The change of market efficiency is like

APA, Harvard, Vancouver, ISO, and other styles

12

Gang, Gary Tian. "Equity Market Price Interactions Between China and the Other Markets Within the Chinese States Equity Markets." Multinational Finance Journal 12, no. 1/2 (2008): 105–26. http://dx.doi.org/10.17578/12-1/2-5.

Full text

APA, Harvard, Vancouver, ISO, and other styles

13

Zhang, Panfei. "Stock Market Efficiency and International Market Integration -- Empirical Analysis with the Chinese CSI 1000 Index." Highlights in Science, Engineering and Technology 88 (March 29, 2024): 1290–96. http://dx.doi.org/10.54097/zdyhbr19.

Full text

Abstract:

Based on daily stock returns from 2016 to 2023, the study digs into the return pattern of the Chinese A share stock index. The study first adopts the ARMA framework for the analysis of serial correlation of daily stock return. The univariate analysis shows the positive autocorrelation of stock return, which indicates the momentum feature of the stock market in the short run and rejects the efficient market hypothesis. Then the study extends the autoregression model to ARDL regression with information from American and Japanese stock markets to test for the information spillover effect. The mul

APA, Harvard, Vancouver, ISO, and other styles

14

Ding, Shusheng, Zhipan Yuan, Fan Chen, Xihan Xiong, Zheng Lu, and Tianxiang Cui. "Impact persistence of stock market risks in commodity markets: Evidence from China." PLOS ONE 16, no. 11 (2021): e0259308. http://dx.doi.org/10.1371/journal.pone.0259308.

Full text

Abstract:

The risk spillover among financial markets has been noticeably investigated in a burgeoning number of literature. Given those doctrines, we scrutinize the impact persistence of volatility spillover and illiquidity spillover of Chinese commodity markets in this paper. Based on the sample from 2010 to 2020, we reveal that there is a cross-market spillover of volatility and illiquidity in China and also, interactions between volatility and illiquidity in different financial markets are pronounced. More importantly, we demonstrate that different commodity markets have different responsiveness to s

APA, Harvard, Vancouver, ISO, and other styles

15

Zhang, Bo, and Guiyu Su. "Marketing Problems and Solutions of Thai Local Cosmetic Brand MINSTINE in China Market." Integrated Journal for Research in Arts and Humanities 4, no. 2 (2024): 1–8. http://dx.doi.org/10.55544/ijrah.4.2.1.

Full text

Abstract:

The Chinese market is fast becoming one of the fastest growing consumer markets in the world. However, this market is full of both opportunities and challenges. Thailand is home to many affordable and high quality cosmetic brands, including MINSTINE, and in the Chinese market, Thai cosmetic brands face a number of issues, such as fierce competition with other local and international brands and relatively low market awareness. In order to successfully enter the Chinese market, MINSTINE needs to deeply understand and satisfy the needs and tastes of Chinese consumers, develop a product line that

APA, Harvard, Vancouver, ISO, and other styles

16

Kong, Liu Liu, Min Bai, and Peiming Wang. "Is disposition related to momentum in Chinese market?" Managerial Finance 41, no. 6 (2015): 600–614. http://dx.doi.org/10.1108/mf-03-2014-0082.

Full text

Abstract:

Purpose – The purpose of this paper is to examine whether the framework of Prospect Theory and Mental Accounting proposed by Grinblatt and Han (2005) can be applied to analyzing the relationship between the disposition effect and momentum in the Chinese stock market. Design/methodology/approach – The paper applies the methodology proposed by Grinblatt and Han (2005). Findings – Using firm-level data, with a sample period from January 1998 to June 2013, the authors find evidence that the momentum effect in the Chinese stock market is not driven by the disposition effect, contradicting the findi

APA, Harvard, Vancouver, ISO, and other styles

17

Meng, Sun, Hairui Fang, and Dongping Yu. "Fractal Characteristics, Multiple Bubbles, and Jump Anomalies in the Chinese Stock Market." Complexity 2020 (September 16, 2020): 1–12. http://dx.doi.org/10.1155/2020/7176598.

Full text

Abstract:

To consider the jump problem of the Chinese stock market, this paper takes the CSI 300 Index from April 2005 to November 2015 as the research object, uses the rescaled range analysis (R/S analysis) method to examine the fractal characteristics of the Chinese stock market in the past ten years, and deduces the possibility of multiple bubbles in the Chinese stock market. Based on this, combined with the log-periodic power law (LPPL) model, the stock market bubbles are identified in different periods. The results show that China’s stock market has some anomalies in terms of positive bubbles, nega

APA, Harvard, Vancouver, ISO, and other styles

18

Meng, Hao, Wen-Jie Xie, and Wei-Xing Zhou. "Club convergence of house prices: Evidence from China’s ten key cities." International Journal of Modern Physics B 29, no. 24 (2015): 1550181. http://dx.doi.org/10.1142/s0217979215501817.

Full text

Abstract:

The latest global financial tsunami and its follow-up global economic recession has uncovered the crucial impact of housing markets on financial and economic systems. The Chinese stock market experienced a marked fall during the global financial tsunami and China’s economy has also slowed down by about 2%–3% when measured in GDP. Nevertheless, the housing markets in diverse Chinese cities seemed to continue the almost nonstop mania for more than 10 years. However, the structure and dynamics of the Chinese housing market are less studied. Here, we perform an extensive study of the Chinese housi

APA, Harvard, Vancouver, ISO, and other styles

19

Szturo, Marek, and Bogdan Włodarczyk. "New financial markets and their impact on raw material prices." Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia 53, no. 3 (2019): 85. http://dx.doi.org/10.17951/h.2019.53.3.85-92.

Full text

Abstract:

<p>The purpose of the study was to determine the impact of the Chinese financial market, which is a new market, on the exchange rates of commodity currencies and, thus, the prices of raw materials. For this purpose, an autoregressive distributed lag model (ARDL) was used. The results indicate that the Chinese stock market and futures market for the yuan (the Chinese Yuan Non-Deliverable Forward Transactions; CNY NDF market) had a significant impact on commodity currencies before the global financial crisis in 2008/09, then the effect widened to include more commodity currencies in the po

APA, Harvard, Vancouver, ISO, and other styles

20

Yousaf, Imran, Shoaib Ali, and Wing-Keung Wong. "An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management." Journal of Risk and Financial Management 13, no. 10 (2020): 226. http://dx.doi.org/10.3390/jrfm13100226.

Full text

Abstract:

This study employs the Vector Autoregressive-Generalized Autoregressive Conditional Heteroskedasticity (VAR-AGARCH) model to examine both return and volatility spillovers from the USA (developed) and China (Emerging) towards eight emerging Asian stock markets during the full sample period, the US financial crisis, and the Chinese Stock market crash. We also calculate the optimal weights and hedge ratios for the stock portfolios. Our results reveal that both return and volatility transmissions vary across the pairs of stock markets and the financial crises. More specifically, return spillover w

APA, Harvard, Vancouver, ISO, and other styles

21

Yousaf, Imran, Shoaib Ali, and Wing-Keung Wong. "Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications." Journal of Risk and Financial Management 13, no. 7 (2020): 148. http://dx.doi.org/10.3390/jrfm13070148.

Full text

Abstract:

This study uses the BEKK-GARCH model to examine the return-and-volatility spillover between the world-leading markets (USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of the Chinese stock market of 2015. Regarding return spillover, our findings reveal a unidirectional return transmission from Mexico to the US stock market during the global financial crisis. During the crash of the Chinese stock market, the return spillover is found to be unidirectional from the US to the Brazil, Chile, Mexico, and Peru stock markets. Moreover

APA, Harvard, Vancouver, ISO, and other styles

22

Jaiteley, Rudra. "A comparative Study of Chinese and Indian Stock Markets." Journal of Management and Strategy 12, no. 2 (2021): 18. http://dx.doi.org/10.5430/jms.v12n2p18.

Full text

Abstract:

Both China and India are developing countries with large population and low revenue. This article mainly makes a comparative analysis of the macro environment of Chinese and Indian stock markets and their perspective features. The aim is to investigate the relationships between Indian stock markets and Chinese stock markets. Using Indian and Chinese stock price daily data over the period 1991 to 2019, we found price and spillovers effect from Indian stock market to Chinese stock market and vice versa.

APA, Harvard, Vancouver, ISO, and other styles

23

Özdurak, Caner, and Veysel Ulusoy. "Spillovers from the Slowdown in China on Financial and Energy Markets: An Application of VAR–VECH–TARCH Models." International Journal of Financial Studies 8, no. 3 (2020): 52. http://dx.doi.org/10.3390/ijfs8030052.

Full text

Abstract:

The 2008 global financial crisis provides us with a wide range of study fields on cross-asset contagion mechanisms in the US financial markets. After a decade of the so-called subprime crisis, the impact of market news on asset volatilities increased significantly. Consequently, return and volatility spillovers became the most extensive channel for spreading out the news generated in one market to the other ones, which made the financial markets inherit international risk factors as their own local risks. Moreover, as a result of the Chinese economy becoming the main driver of the global econo

APA, Harvard, Vancouver, ISO, and other styles

24

Bohdalová, Mária, and Michal Greguš. "CHINA’S MARKET AND GLOBAL ECONOMIC FACTORS." CBU International Conference Proceedings 6 (September 24, 2018): 58–61. http://dx.doi.org/10.12955/cbup.v6.1133.

Full text

Abstract:

The aim of this paper is to analyze the causal relation between the Chinese stock market and the US market. We investigate the dependence structures between two Chinese stock markets (Shanghai Stock Exchange Composite Index (SHCOMP) and Hong Kong Hang Seng Index (HSCEI) markets) and global economic factors such as SP 500 stock markets, volatility index VIX, crude oil and gold. We have used data based on a period from January 2000 to June 2017. The aim of this paper is to explore the causal link between the Chinese market and global economic factors. We have discovered asymmetric causal relatio

APA, Harvard, Vancouver, ISO, and other styles

25

Kirkulak Uludag, Berna, and Muzammil Khurshid. "Volatility spillover from the Chinese stock market to E7 and G7 stock markets." Journal of Economic Studies 46, no. 1 (2019): 90–105. http://dx.doi.org/10.1108/jes-01-2017-0014.

Full text

Abstract:

PurposeThe purpose of this paper is to examine volatility spillover from the Chinese stock market to E7 and G7 stock markets. Using the estimated results, the authors also analyze the optimal weights and optimal hedge ratios for the portfolios including stocks from E7 and G7 countries.Design/methodology/approachThe authors employed generalized vector autoregressive-generalized autoregressive conditional heteroskedasticity approach, developed by Ling and McAleer (2003), in order to analyze daily data on the national stock indices. Considering the late establishment of some E7 stock markets, the

APA, Harvard, Vancouver, ISO, and other styles

26

Fazal, Ossama, and Sonia kanwal. "US-Sino Trade War, A Trading Setback Or An Opportunity For Emerging Markets." Journal of Educational Paradigms 3, no. 1 (2021): 164–66. http://dx.doi.org/10.47609/0301042021.

Full text

Abstract:

After trying to nurture positive diplomatic relationships among two major economies in the world, a cold war has been converted into a trade war between China and the United States of America. Massive tariffs have been imposed on Chinese imports by Trump administration due to which china stroked back with its tariff policy for American products. Different Chinese companies like Huawei and Haier must face unforeseen circumstances due to trade war. The market for Chinese products seems to shrank post trump policy; on one side, it is a major setback for the Chinese market as an emerging market. O

APA, Harvard, Vancouver, ISO, and other styles

27

&NA;. "Changes in Chinese market." Inpharma Weekly &NA;, no. 929 (1994): 22. http://dx.doi.org/10.2165/00128413-199409290-00054.

Full text

APA, Harvard, Vancouver, ISO, and other styles

28

Zhou, Zhong-guo, and Janet Zhou. "Chinese IPO Market Cycles." Chinese Economy 44, no. 5 (2011): 55–71. http://dx.doi.org/10.2753/ces1097-1475440503.

Full text

APA, Harvard, Vancouver, ISO, and other styles

29

Fang, Julie. "The Chinese Optoelectronic Market." Imaging & Microscopy 11, no. 2 (2009): 18. http://dx.doi.org/10.1002/imic.200990029.

Full text

APA, Harvard, Vancouver, ISO, and other styles

30

Woon Park, Jung, Seungho Baek, Mina Glambosky, and Seok Hee Oh. "Market coupling: an empirical study of the Sino-Korean game industry." Investment Management and Financial Innovations 17, no. 1 (2020): 291–303. http://dx.doi.org/10.21511/imfi.17(1).2020.25.

Full text

Abstract:

This study aims to examine the relationship between the Korean and Chinese game industries, and more broadly, the Chinese stock market. Chinese firms are the most important partners and investors in the Korean game industry, which has emerged as a significant component of a thriving Korean economy. The paper examines the impact of growth in the Chinese game industry on the Korean market and the correlation and cointegration between the stock returns of nineteen Korean game companies, the Chinese stock market, and Chinese game companies. A portfolio constructed from Korean game companies listed

APA, Harvard, Vancouver, ISO, and other styles

31

Yousaf, Imran, Shoaib Ali, Muhammad Naveed, and Ifraz Adeel. "Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications." SAGE Open 11, no. 2 (2021): 215824402110138. http://dx.doi.org/10.1177/21582440211013800.

Full text

Abstract:

Using the DCC-GARCH model, this study examines the return and volatility spillovers between crude oil and emerging Latin American stock markets during the entire studying period and two subsamples, including the global financial crisis and the Chinese Stock market crash. The findings reveal a positive causal effect from Brazil and Mexico’s stock price changes to the oil market during the global financial crisis. During the Chinese stock market crash, the return spillover is unidirectional from the oil to Brazil and Mexico equity markets. The findings show no significant volatility transmission

APA, Harvard, Vancouver, ISO, and other styles

32

Cheng, Qiyun, Huiting Qiao, Yimiao Gu, and Zhenxi Chen. "Price Dynamics and Interactions between the Chinese and European Carbon Emission Trading Markets." Energies 16, no. 4 (2023): 1624. http://dx.doi.org/10.3390/en16041624.

Full text

Abstract:

The European carbon emission trading market is the largest and most mature market, while China’s carbon market has a short history. Institutionally, cross-market transaction is infeasible between the two markets. This paper investigates the long-run trend between the two markets as well as the price dynamics. Results show that a long-run trend exists between the Chinese and European carbon markets. Both markets possess self-correction capability in reducing price deviations, signaling a certain level of market efficiency. However, both markets also exhibit pricing inefficiency as historical pr

APA, Harvard, Vancouver, ISO, and other styles

33

GUANGXI, CAO, HAN YAN, and CUI WEIJUN. "TIME-VARYING LONG MEMORIES OF THE CHINESE CURRENCY AND STOCK MARKETS BASED ON THE HURST EXPONENT." Fluctuation and Noise Letters 13, no. 01 (2014): 1450007. http://dx.doi.org/10.1142/s0219477514500072.

Full text

Abstract:

Based on the daily return and volatility series of the Chinese yuan (RMB)/US dollar (USD) exchange rate and the Shanghai Stock Composite Index, the time-varying long memories of the Chinese currency and stock markets are investigated by comprehensively using the rescaled range (R/S), the modified R/S, and the detrended fluctuation analysis methods. According to the results drawn: (1) the efficiency of the Chinese currency market has not improved significantly, whereas the efficiency of the Chinese stock market has improved steadily, (2) volatility series presents longer memory than return seri

APA, Harvard, Vancouver, ISO, and other styles

34

Sun, Chao, and Yoonmin Kim. "Efficient Market Testing of the Chinese Stock Market During the COVID-19 Recession." East Asian Trade Association 4, no. 1 (2022): 35–46. http://dx.doi.org/10.47510/jeat.2022.4.1.35.

Full text

Abstract:

Purpose – The purpose of this paper is exploring whether Chinese stock market (SSEC) is effective during the COVID-19 recession. Recent asset market bubbles and bursts have generated interest in the efficiency of stock market behavior. Efficient market hypothesis (EMH) has been challenged by the COVID-19 recession. Design/Methodology/Approach – Based on Efficient market hypothesis, this research will present results of nonparametric tests employed in an econometric investigation of stock market efficiency in China during COVID-19 recession. To test this hypothesis, the Augmented Dickey-F

APA, Harvard, Vancouver, ISO, and other styles

35

Zhu, Sha. "The Spillover and Transmission of Chinese Financial Markets Risk." International Business Research 11, no. 8 (2018): 66. http://dx.doi.org/10.5539/ibr.v11n8p66.

Full text

Abstract:

After the 2008 financial crisis, the whole world financial markets became more fluctuates, the same to China also. It is necessary to pay great attention to high volatility problem in Chinese market, and also the uncertainty problem, risk accumulation and spillover effect come along with it. This paper calculates stock market return and builds financial stress index to explore the risk spillover effect. Empirical results show that the Chinese financial market have higher volatility than other countries. The Chinese stock market had higher dynamic market co-movement with international financial

APA, Harvard, Vancouver, ISO, and other styles

36

Zhang, Kongsheng, Xiaorui Xu, and Mingtao Zhao. "Risk Spillover Effect from Oil to Chinese New-Energy-Related Stock Markets: An R-vine Copula-Based CoVaR Approach." Mathematics 13, no. 12 (2025): 1934. https://doi.org/10.3390/math13121934.

Full text

Abstract:

In this article, an R-vine copula model is proposed to detect the nonlinear interrelationships between the oil market and five Chinese new-energy-related stock markets from 2017 to 2022, i.e., photovoltaic, new energy vehicles, energy storage, wind power, and nuclear power industries. Firstly, the transmission of downward and upward risk spillover effects (RSEs) is measured from the oil market to the five Chinese new-energy-related stock markets. Subsequently, a CoVaR backtesting methodology is developed to demonstrate the availability of the R-vine copula-CoVaR model. The empirical studies st

APA, Harvard, Vancouver, ISO, and other styles

37

Xu, Guoxiang, and Wangfeng Gao. "Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects." Sustainability 11, no. 5 (2019): 1402. http://dx.doi.org/10.3390/su11051402.

Full text

Abstract:

As global financial markets become highly dependent on each other, risk contagion among stock markets is a primary feature of progressing globalization, which poses uncertainties for government agencies. The deficiency of previous studies is that it is difficult to accurately grasp the direction of risk diffusion in different time periods, and to depict the intensity of risk contagion constantly. Research on causality and measurement of financial risk contagion based on nonlinear causality tests and dynamic Copula methods will help governments to allocate financial resources reasonably and eff

APA, Harvard, Vancouver, ISO, and other styles

38

Wang, Hang. "An Empirical Study on the Stock Market Reaction to Corporate Green Bond Issuance in China." Highlights in Business, Economics and Management 10 (May 9, 2023): 417–24. http://dx.doi.org/10.54097/hbem.v10i.8133.

Full text

Abstract:

China has become one of the major green bond issue countries and is the only developing country. Research on green corporate bonds is currently a novel direction, and very few studies focus on the Chinese market. Researching Chinese corporate green bonds is essential for the Chinese and merging market. This article discusses corporate green bonds in the Chinese market from the perspective of stock market reaction, institutional investor positions and cost of capital. Firstly, the author analyzes the Chinese stock market reaction to the issuance of corporate green bonds by using an event-study

APA, Harvard, Vancouver, ISO, and other styles

39

Sheng, Jiliang, Juchao Li, and Jun Yang. "Tail Dependency and Risk Spillover between Oil Market and Chinese Sectoral Stock Markets—An Assessment of the 2013 Refined Oil Pricing Reform." Energies 15, no. 16 (2022): 6070. http://dx.doi.org/10.3390/en15166070.

Full text

Abstract:

The Chinese refined oil pricing reform in 2013 has brought its refined oil price to be more aligned with the international oil price, helping to mitigate prior distorted pricing mechanisms. Its impact on the correlation, tail risks, and spillover effects between the international crude oil market and Chinese sectoral stock markets warrants empirical assessments. Time-varying copula models and conditional VaR (CoVaR) are employed to examine the correlation between the international oil market and Chinese sectoral stock indexes before and after the 2013 pricing reform, as well as the tail risk a

APA, Harvard, Vancouver, ISO, and other styles

40

Jiang, Zheng. "Analysis and Prediction of the Trend of Chinese and American Stock Market Indexes Based on ARIMA Model." Advances in Economics, Management and Political Sciences 49, no. 1 (2023): 176–88. http://dx.doi.org/10.54254/2754-1169/49/20230482.

Full text

Abstract:

The comparison and analysis of Chinese and American stock market indexes are important in the context of global financial markets. As the global economy becomes more interconnected, the trend of stock market indexes in China and the US has important implications for global investors and policymakers. Through in-depth study of the trend, influencing factors and forecasts of the Chinese and American stock market indexes, we can better provide decision support for international investment and risk management. This study adopts ARIMA model as the main analysis tool to fit and forecast the historic

APA, Harvard, Vancouver, ISO, and other styles

41

Choudhry, Taufiq, and Yuan Wu. "Momentum phenomenon in the Chinese Class A and B share markets." Review of Behavioral Finance 7, no. 2 (2015): 116–33. http://dx.doi.org/10.1108/rbf-06-2014-0032.

Full text

Abstract:

Purpose – The purpose of this paper is to investigate the momentum phenomenon in two market segments of the Chinese stock market – the Class A share market and Class B share market over time period spanning from January 1996 to December 2010. Design/methodology/approach – The authors largely follow Jegadeesh and Titman (1993) paper; the authors decompose the momentum returns following the procedure first proposed by Jegadeesh and Titman (1995). In addition, a liquidity factor (Pastor and Stambaugh, 2003) and a share ownership factor (Wang and Xu, 2004) are incorporated in the procedure to gaug

APA, Harvard, Vancouver, ISO, and other styles

42

Tang, Yong, Jason Xiong, Zhitao Cheng, et al. "Looking into the Market Behaviors through the Lens of Correlations and Eigenvalues: An Investigation on the Chinese and US Markets Using RMT." Entropy 25, no. 10 (2023): 1460. http://dx.doi.org/10.3390/e25101460.

Full text

Abstract:

This research systematically analyzes the behaviors of correlations among stock prices and the eigenvalues for correlation matrices by utilizing random matrix theory (RMT) for Chinese and US stock markets. Results suggest that most eigenvalues of both markets fall within the predicted distribution intervals by RMT, whereas some larger eigenvalues fall beyond the noises and carry market information. The largest eigenvalue represents the market and is a good indicator for averaged correlations. Further, the average largest eigenvalue shows similar movement with the index for both markets. The an

APA, Harvard, Vancouver, ISO, and other styles

43

Yang, Jing-Jing, and Tae-Won Kang. "How Korean Retailers Expand Private Label Markets Abroad: Evidence from the Chinese Fresh Food Market." Journal of Korea Trade 26, no. 5 (2022): 106–24. http://dx.doi.org/10.35611/jkt.2022.26.5.106.

Full text

Abstract:

Purpose - The increasing share of Korean private label products (PLPs) in the domestic market helped generate lucrative revenue. In recent years, major South Korean retailers have begun to cast their sights on overseas markets and actively export their PLPs. In China, the proportion of private label fresh food (PLFF) is gradually expanding amid the development of the new retailing model. A profound understanding of the relationship between private label fresh produce and purchase intention may be the answer to helping Chinese retailer private labels expand supply chains in Korea. This study, t

APA, Harvard, Vancouver, ISO, and other styles

44

Ying, Shangjun, Xiaojun Li, and Xiuqin Zhong. "Initial value sensitivity of the Chinese stock market and its relationship with the investment psychology." International Journal of Modern Physics C 26, no. 11 (2015): 1550128. http://dx.doi.org/10.1142/s0129183115501284.

Full text

Abstract:

This paper discusses the initial value sensitivity (IVS) of Chinese stock market, including the single stock market and the Chinese A-share stock market, with respect to real markets and evolving models. The aim is to explore the relationship between IVS of the Chinese A-share stock market and the investment psychology based on the evolving model of genetic cellular automaton (GCA). We find: (1) The Chinese stock market is sensitively dependent on the initial conditions. (2) The GCA model provides a considerable reliability in complexity simulation (e.g. the IVS). (3) The IVS of stock market i

APA, Harvard, Vancouver, ISO, and other styles

45

Wentao, Wang, and Evgenii A. Makarenko. "THE FORMATION AND STRUCTURAL CHARACTERISTICS OF THE CHINESE INSURANCE MARKET." EKONOMIKA I UPRAVLENIE: PROBLEMY, RESHENIYA 3, no. 12 (2021): 73–78. http://dx.doi.org/10.36871/ek.up.p.r.2021.12.03.012.

Full text

Abstract:

This article mainly describes the trend and development status of the Chinese insurance mar-ket in the 21st century. The statistical methods are used to highlight the role of digital technology in the devel-opment of the Chinese insurance market. The number of the companies investing in China are growing, so the development prospects of Chinese insurance market are extremely broad. The technologies of cloud computing, big data and artificial intelligence affect the development of the digital economy. The Chinese Internet companies already have got the independent innovations in the said, which

APA, Harvard, Vancouver, ISO, and other styles

46

Park, Jin Woo. "Comovement of Chinese Stock Markets and U.S. Market Impact." Journal of international area studies 12, no. 4 (2009): 285. http://dx.doi.org/10.18327/jias.2009.01.12.4.285.

Full text

APA, Harvard, Vancouver, ISO, and other styles

47

Qian, Yingyi, and Barry R. Weingast. "China's transition to markets: market-preserving federalism, chinese style." Journal of Policy Reform 1, no. 2 (1996): 149–85. http://dx.doi.org/10.1080/13841289608523361.

Full text

APA, Harvard, Vancouver, ISO, and other styles

48

Gao, Lei, and Gerhard Kling. "Regulatory changes and market liquidity in Chinese stock markets." Emerging Markets Review 7, no. 2 (2006): 162–75. http://dx.doi.org/10.1016/j.ememar.2005.11.001.

Full text

APA, Harvard, Vancouver, ISO, and other styles

49

Lyu, Tianqi. "Research on the Interrelationship Between Carbon Markets Based on the Method of Wavelet Coherence." Advances in Economics, Management and Political Sciences 130, no. 1 (2024): 87–101. https://doi.org/10.54254/2754-1169/2024.18408.

Full text

Abstract:

In recent years, the excessive use of fossil fuels has led to global warming and a series of environmental crises. Carbon emissions trading, as a market-based mechanism to reduce carbon emissions, has received widespread attention and application. This paper investigates the dynamic dependency and causal interrelationships between Chinese pilot city carbon markets and the European Union Emissions Trading System (EU ETS). Using the wavelet analysis method, this paper empirically examines the data of various cities' carbon markets in China and the EU ETS from June 2014 to February 2023. Signific

APA, Harvard, Vancouver, ISO, and other styles

50

Xia, Yuhao. "A Review of Localization Marketing Strategy of Starbucks in China." Advances in Economics, Management and Political Sciences 66, no. 1 (2024): 291–95. http://dx.doi.org/10.54254/2754-1169/66/20241247.

Full text

Abstract:

This study explores the localized marketing strategy of Starbucks, a world-renowned coffee chain brand, in the Chinese market, as well as the challenges and opportunities it faces. This article comprehensively analyzes Starbucks' localized marketing strategy in the Chinese market through an extensive search of relevant literature, including consumption grading and peripheral product sales. The literature review method helps to comprehensively understand the implementation and effectiveness of Starbucks strategy in the Chinese market. This study found that Starbucks has adopted multi-level loca

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!