Does cross-shareholding lead to China's stock returns comovement? Evidence from a GMM-based spatial AR model-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Does cross-shareholding lead to China's stock returns comovement? Evidence from a GMM-based spatial AR model

Published:2021-01-18 Issue:6 Volume:61 Page:3213-3237
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Feng Yun,Li Xin^ORCID

Funder

National Natural Science Foundation of China

Shanghai Municipal Education Commission

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s00181-020-02002-2.pdf

Reference28 articles.

1. Acemoglu D, Ozdaglar A, Tahbaz-Salehi A (2015) Systemic risk and stability in financial networks. Am Econ Rev 105(2):564–608. https://doi.org/10.1257/aer.20130456

2. Aldasoro ID, Gatti D, Faia E (2017) Bank networks: Contagion, systemic risk and prudential policy. J Econ Behav Organ 142:164–188. https://doi.org/10.1016/j.jebo.2017.05.022

3. Arnold M, Stahlberg S, Wied D (2013) Modeling different kinds of spatial dependence in stock returns. Empir Econ 44(2):761–774. https://doi.org/10.1007/s00181-011-0528-2

4. Babus A (2016) The formation of financial networks. Rand J Econ 47(2):239–272. https://doi.org/10.1111/1756-2171.12126

5. Bae KH, Karolyi GA, Stulz RM (2003) A new approach to measuring financial contagion. Rev Financial Stud 16(3):717–763. https://doi.org/10.1093/rfs/hhg012

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP