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Are Chinese Stock Market Cycles Duration Independent?

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  • Haiqiang Chen
  • Terence Tai‐Leung Chong
  • Zimu Li

Abstract

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Suggested Citation

  • Haiqiang Chen & Terence Tai‐Leung Chong & Zimu Li, 2011. "Are Chinese Stock Market Cycles Duration Independent?," The Financial Review, Eastern Finance Association, vol. 46(1), pages 151-164, February.
  • Handle: RePEc:bla:finrev:v:46:y:2011:i:1:p:151-164
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    Cited by:

    1. Ahmet Inci, 2011. "Capital Investment, Earnings, and Annual Stock Returns: Causality Relationships In China," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 1(2), pages 95-125, December.
    2. Terence Tai-Leung Chong & Xiaolei Wang, 2009. "The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 2(1), pages 1-19, December.
    3. repec:cta:jcppxx:4166 is not listed on IDEAS
    4. Terence t. l. Chong & Xiaolei Wang, 2013. "Can analyst predict stock market crashes?," Economics Bulletin, AccessEcon, vol. 33(1), pages 158-166.
    5. Chong, Terence Tai-Leung & Lam, Tau-Hing & Yan, Isabel Kit-Ming, 2012. "Is the Chinese stock market really inefficient?," China Economic Review, Elsevier, vol. 23(1), pages 122-137.
    6. Jiang, Jingjing & Xie, Dejun & Ye, Bin & Shen, Bo & Chen, Zhanming, 2016. "Research on China’s cap-and-trade carbon emission trading scheme: Overview and outlook," Applied Energy, Elsevier, vol. 178(C), pages 902-917.

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