intTypePromotion=1
zunia.vn Tuyển sinh 2024 dành cho Gen-Z zunia.vn zunia.vn
ADSENSE

Does subprime crisis affect Chinese stock market returns

Chia sẻ: Long Nguyễn | Ngày: | Loại File: PDF | Số trang:11

14
lượt xem
2
download
 
  Download Vui lòng tải xuống để xem tài liệu đầy đủ

This paper aims at testing the influence of Subprime Crisis on Chinese stock market returns. By means of newly proposed time series spatial analysis methodology, we investigate the dominance behavior of daily returns on both Shanghai Stock Exchange Composite Index and Shenzhen Stock Exchange Component Index between before and after the crisis. Little spatial dominance could be found, even considering the appreciation of the RMB, no matter in short-term or long run investment. For rationale investors, there are no significant risk and preference changes about domestic stock market in the post Subprime Crisis era.

Chủ đề:
Lưu

Nội dung Text: Does subprime crisis affect Chinese stock market returns

ADSENSE

CÓ THỂ BẠN MUỐN DOWNLOAD

 

Đồng bộ tài khoản
2=>2