Return and Volatility Spillovers among Sector Indexes in Shanghai-Shenzhen-Hong Kong Stock Markets: Evidence from the Time and Frequency Domains
Author:
Affiliation:
1. School of Management and Engineering, Capital University of Economics and Business, Beijing, Hebei, China
Funder
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2022.2072204
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1. Where does price discovery occur for stocks traded in multiple markets? Evidence from Hong Kong and London
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5. Asymmetric risk transmission effect of cross-listing stocks between mainland and Hong Kong stock markets based on MF-DCCA method
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