Shanghai Stock Exchange Composite Index and Bank Stock Prices in China: A Causality Analysis
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- Burdekin, Richard C.K. & Redfern, Luke, 2009. "Sentiment effects on Chinese share prices and savings deposits: The post-2003 experience," China Economic Review, Elsevier, vol. 20(2), pages 246-261, June.
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More about this item
KeywordsShanghai Stock Exchange; VAR; Johansen co-integration tests; Granger causality tests;
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