Ticker symbol and comovement: Evidence from a unique dataset in China * (original) (raw)
Related papers
Excess Stock Return Comovements and the Role of Investor Sentiment
Willem Verschoor, Remco Zwinkels
SSRN Electronic Journal, 2000
The index cohesive effect on stock market correlations
European Physical Journal B, 2009
Additions to Market Indices and the Comovement of Stock Returns Around the World
IMF Working Papers, 2011
Journal of Business Economics and Management, 2012
Comovement of Newly Added Stocks with National Market Indices: Evidence from Around the World
SSRN Electronic Journal, 2000
Association between new york and shanghai markets: evidence from the stock price indices
Journal of Business Economics and Management, 2012
Herding behavior in Chinese stock markets: An examination of A and B shares
Pacific-Basin Finance Journal, 2008
Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data
Review of Quantitative Finance and Accounting, 2015
Dynamics of correlations in the stock market
Empirical Science of Financial Fluctuations, 2002
2018
Correlation Analysis of Three Stock Markets - Shanghai, Shenzhen, and Hong Kong
International Journal of u- and e- Service, Science and Technology, 2016
Linkages among Selected Asian Stock Markets
2018
Are Stock Markets Interdependent? An Empirical Study of Selected Market Indices
2016
What’S in a Name: Sound Symbolism of Stock Ticker Symbols Predict Stock Performance
ACR North American Advances, 2014
Asymmetric conditional correlations in stock returns
The Annals of Applied Statistics, 2016
ARE STOCK MARKETS INTERDEPENDENT? A STUDY ON SELECTED STOCK MARKETS
Empirical Evidence of Comovements between China and Global Stock Markets
SSRN Electronic Journal, 2000
Stock Market Linkages and Spillover Effects: An Empirical Analysis of Select Asian Markets
Theoretical Economics Letters
Two-Factor Decomposition Analysis for Correlation between Mainland China and Hong Kong Stock Markets
Is Stock Price Indices Interdependence? Evidence from the Kuala Lumpur Stock Exchange
papers.ssrn.com
Stock Return Comovement When Investors are Distracted: More, and More Homogeneous
2020
Conditional Correlation of Some East Asian Stock Market Returns
Comovement of international equity markets: a taxonomic approach
Journal of Financial and …, 1976
Correlation and return dispersion dynamics in Chinese markets
2005
Persistent Correlations in Major Indices of the World Stock Markets
Complex Systems: Solutions and Challenges in Economics, Management and Engineering
Axioms
Cross-Correlations in Warsaw Stock Exchange
Acta Physica Polonica A, 2008
THE STUDY OF RELATIONSHIP BETWEEN ASIAN STOCK EXCHANGES AND NEW YORK STOCK EXCHANGE
Correlations in finance: a statistical approach
2004
Firm-Specific Information and Stock Returns
2018
Dynamics of stock market correlations
Dror Kenett, Gur-Gershgoren Gitit
2010
The North American Journal of Economics and Finance, 2021