首页|The research on stock market co-movement among China mainland, Hongkong and America
The research on stock market co-movement among China mainland, Hongkong and America
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The paper uses correlation analysis， unit-root test， co-integration test and Granger-causality test to analyze the stock market co-movement among China mainland， Hongkong and America from November 15， 2002 to December 31， 2008。 In conclusion， there is a stock market co-movement relationship among China mainland， Hongkong and America after China government implemented QFII mechanism in November 15， 2002。 The trend of one of the three markets can be inferred according to the other two markets。
AmericaChina main landHongkongstock market co-movement
Wenrong Pan、Yang Wang
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Coll. of Finance & Stat., Jiangxi Univ. of Finance & Econ., Nanchang, China
Dept. of Post-Doctor, Shanghai Int. Group, Shanghai, China
International Conference on Financial Theory and Engineering;ICFTE 2010
Dubai(AE);Dubai(AE)
2010 International Conference on Financial Theory and Engineering
NETL
