Reinvestigating the Oil Price-Stock Market Nexus: Evidence from Chinese Industry Stock Returns
Author:
Affiliation:
1. PhD candidate, School of Economics and Management; Tongji University; China
2. Professor, Business School; University of Jinan; China
3. Associate Lecturer, School of Economics and Finance; University of St. Andrews; UK
Publisher
Wiley
Subject
General Economics, Econometrics and Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/cwe.12242/fullpdf
Reference22 articles.
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3. Oil prices and stock markets in GCC countries: Empirical evidence from panel analysis;Arouri;International Journal of Finance & Economics,2012
4. Computation and analysis of multiple structural change models;Bai;Journal of Applied Econometrics,2003
5. Common and fundamental factors in stock returns of Canadian oil and gas companies;Boyer;Energy Economics,2007
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