Correlation and return dispersion dynamics in Chinese markets
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- Long, D Michael & Payne, Janet D & Feng, Chenyang, 1999. "Information Transmission in the Shanghai Equity Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(1), pages 29-45, Spring.
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- Su, Dongwei & Fleisher, Belton M., 1999.
"Why does return volatility differ in Chinese stock markets?,"
Pacific-Basin Finance Journal,
Elsevier, vol. 7(5), pages 557-586, December.
- Belton Fleisher & Dongwei Su, 1998. "Why Does Return Volatility Differ in Chinese Stock Markets?," Working Papers 98-03, Ohio State University, Department of Economics.
- Stivers, Christopher T., 2003. "Firm-level return dispersion and the future volatility of aggregate stock market returns," Journal of Financial Markets, Elsevier, vol. 6(3), pages 389-411, May.
- Sun, Qian & Tong, Wilson H. S., 2000. "The effect of market segmentation on stock prices: The China syndrome," Journal of Banking & Finance, Elsevier, vol. 24(12), pages 1875-1902, December.
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