Efficiency and cross-correlation in equity market during global financial crisis: Evidence from China

Author:

Ma Pengcheng,Li Daye,Li Shuo

Funder

University of International Business and Economics

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference69 articles.

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2. Herding behavior in Chinese stock markets: an examination of A and B shares;Tan;Pac.-Basin Financ. J.,2008

3. Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market;Chang;J. Bank. Financ.,2014

4. Trading performance, disposition effect, overconfidence, representativeness bias, and experience of emerging market investors;Chen;J. Bahav. Decis. Mak.,2007

5. Fractal Market Analysis: Applying Chaos Theory to Investment and Economics;Peters,1994

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