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Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data
Journal article   Peer reviewed

Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data

Thomas Chiang, Lanjun Lao and Qingfeng Xue
Review of quantitative finance and accounting, v 47(4), pp 1003-1042
Nov 2016

Abstract

DCC model Variance premium C22 Finance G15 G14 Stock market linkages Smooth transition Corporate Finance Conditional variance Accounting/Auditing Comovements Operation Research/Decision Theory Econometrics
This paper investigates the dynamic correlations between Chinese stock returns and global markets at both the market and sectoral levels. Statistics suggest that stock-return correlations across markets are time-varying and display structural breaks. An upward shift in stock return correlations is associated with China’s adoption of a higher degree of financial liberalization. The evidence indicates that the stock returns of the financial sector exhibit the highest correlation across countries among 10 sectors. Low correlations are present in the Health Care, Telecommunications, and Utilities sectors. The correlations are closely tied to geographic location: the correlation with Hong Kong is the highest, followed by South Korea, Japan, Europe and the US. The time-series stock-return correlations are positively correlated with the conditional variance and variance premiums.

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16 citations in Scopus

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Collaboration types
Domestic collaboration
International collaboration
Web of Science research areas
Business, Finance
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