Research on the Relationship Between Chinese and American Stock Markets: Spillover Effects of Returns and Volatility

Author:

Liu Lin

Publisher

Springer Nature Singapore

Reference11 articles.

1. Wang, S., Zhu, Y.Z., Xu, B.: Research on hybrid strategy of momentum and value effect based on Chinese and American stock markets. J. Zhejiang Univ. Sci. Technol. 34(04), 338–346 (2022)

2. Li, Y., Wang, J.: Non-linear short-term volatility spillover effect between Shanghai Stock Exchange, Hong Kong Stock Exchange and US Stock Exchange after the Shanghai-Hong Kong Stock Connect: Based on the time-varying perspective of exchange rate fluctuation inhibiting stock market volatility. Finan. Account. Monthly 18, 163–170 (2018)

3. Zou, J., Yao, J.H.: Comparative study on price volatility of Chinese and American stock markets based on wavelet multi-resolution. Price Monthly 02, 9–15 (2023)

4. Maghyerch, A.I., Awartani, B., Hilu, K.A.: Dynamic transmissions between the U.S. and equity marketsin the MENA countries: new evidence from pre-global financial crisis. Q. Rev. Econ. Finan. 56, 123–138 (2015)

5. Gamba-Santamaria, S., Gomez-Gonzalez, J.E., Hurtado-Guarin, J.L., Melo-Velandia, L.F.: Stock market volatility spillovers: evidence for latin America. Finan. Res. Lett. 20(1), 207–216 (2016)

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