IDEAS home Printed from https://ideas.repec.org/h/spr/advbcp/978-94-6463-052-7_100.html

Compare Stock Returns in China and the United States

In: Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022)

Author

Listed:
  • Botao Liu

    (University of Toronto Scarborough, Specialist Program in Management and Finance)

  • Ruoqi Pi

    (University of Warwick, Specialist Program in Accounting and Finance, Warwick Business School)

  • Yixue Ye

    (Tianjin University of Finance and Economics, Specialist Program in Energy Finance)

  • Yaqi Zhang

    (Hubei University of Economics, Specialist Program in Economics)

Abstract

In the post-epidemic era, how to protect their assets from the impact of the financial crisis and the turbulent international situation has become a matter of concern to many people. Especially between the world’s two largest economies, China and the United States, stock market yields are watched around the world. This paper compares the differences of stock returns between China and the United States by studying the relationship between short-term Treasury bonds, long-term Treasury bonds, long-term corporate bonds and innovation index and stock returns. it can be concluded that innovation and Rcb only have an impact on the American market. Among them, the regression analysis coefficient of Rcb is negative, while innovation is positive. This means that Rcb has a negative impact on the US market, while Innovation has a positive impact. In contrast, none of the data shows a significant impact on the Chinese market, whether positive or negative.

Suggested Citation

  • Botao Liu & Ruoqi Pi & Yixue Ye & Yaqi Zhang, 2022. "Compare Stock Returns in China and the United States," Advances in Economics, Business and Management Research, in: Faruk Balli & Au Yong Hui Nee & Sikandar Ali Qalati (ed.), Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022), pages 878-892, Springer.
  • Handle: RePEc:spr:advbcp:978-94-6463-052-7_100
    DOI: 10.2991/978-94-6463-052-7_100
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:advbcp:978-94-6463-052-7_100. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.