W.-X. Zhou, Time-varying return predictability in the Chinese stock markets, Rept. Adv. Phys. Sci. 1(1) (2017) 1740002.H.L.Shi, Z.Q.Jiang, W.X.Zhou, Time-varying return predictability in the Chinese stock market, Reports in Advances of Physical Sciences 1(1), 1740002(2017)....
Financial and Oil Market's Co-Movements by a Regime-Switching Copula In addition, the extreme dependence between crude oil and US/European stock markets is time-varying but also asymmetric, as indicated by the SJC copula... M Soury - 《Econometrics》 被引量: 0发表: 2024年 The dynamics of ...
The post crisis timeframe is therefore a research gap. Similarly, the interconnectedness or correlation between stock markets is done on the market level and not down to a single company. This level of detail can be insightful. Lastly, the analyses focus on either global markets or a single ...
there is no significant relationship between stock return and market information.Moreover,the industry comovement of stock return is stronger for firms in industries with higher competition.We argue that the price formation in Chinese stock market has a significant industry component linked to the ...
Ray Dalio, the billionaire founder of world's largest hedge fund, Bridgewater Associates, said now is the time to invest in beaten-down Chinese stocks as Beijing works to shore up the economy. "The time to buy is when everyone hates the market and it's cheap, which is now the case in...
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The data sample covers the period from 2004 to 2008, since there was a series of new reforms in the Chinese stock market at that time. These reforms include new legislation and the reduction of non-tradable shares. Then this thesis employs the panel technique and the pooled OLS to estimate...
This branch is19 commits ahead of,1 commit behindgodsarmy/chinese-stock-api:master. Folders and files Name Last commit message Last commit date Latest commit Cannot retrieve latest commit at this time. History 36 Commits cstock test .gitignore ...
We suppose that the investors decide their investment positions by analyzing the historical data on the stock market, and the historical data are given weights depending on their time, in detail, the nearer the time of the historical data is to the present, the stronger impact the data have ...
Due to the heterogeneity of investor structure between the Chinese mainland stock market (A-share market) and the Hong Kong stock market (H-share market) as well as the limitations on arbitrage activities, most cross-listed stocks in the two markets (AH