Testing for relationships between Shanghai and Shenzhen stock markets: A threshold cointegration perspective

Author:

Lin Xiaoqiang,Tang Zhenpeng,Fei Fangyu

Funder

National Social Science Foundation of China

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Cointegration and causal linkages in fertilizer markets across different regimes;Physica A: Statistical Mechanics and its Applications;2017-04

2. An empirical test of calendar anomalies for the Indian securities markets;South Asian Journal of Global Business Research;2016-03-07

3. Efficiency and cross-correlation in equity market during global financial crisis: Evidence from China;Physica A: Statistical Mechanics and its Applications;2016-02

4. Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets;International Journal of Financial Studies;2014-10-28

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