An Exploration of the Efficiency of the Chinese Stock Market
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References listed on IDEAS
- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
- Qi, Daqing & Wu, Woody & Zhang, Hua, 2000. "Shareholding structure and corporate performance of partially privatized firms: Evidence from listed Chinese companies," Pacific-Basin Finance Journal, Elsevier, vol. 8(5), pages 587-610, October.
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- Groenwold, Nicolaas & Tang, Sam Hak Kan & Wu, Yanrui, 2004.
"The dynamic interrelationships between the greater China share markets,"
China Economic Review,
Elsevier, vol. 15(1), pages 45-62, January.
- Nicolaas Groenewold & Sam Hak Kan Tang & Yanrui Wu, 2002. "The Dynamic Interrelationships Between the Greater China Share Markets," Economics Discussion / Working Papers 02-02, The University of Western Australia, Department of Economics.
- Zhang, Dayong & Dickinson, David & Barassi, Marco, 2006. "Structural breaks, cointegration and B share discount in Chinese stock market," MPRA Paper 70353, University Library of Munich, Germany.
- Daxue Wang, 2006. "Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market," Computing in Economics and Finance 2006 182, Society for Computational Economics.
- Dayong Zhang & David Dickinson & Marco R. Barassi, "undated". "Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market," EcoMod2006 272100108, EcoMod.
- Xu, Lilai & Oh, K.B., 2011. "The stock market in China: An endogenous adjustment process responding to the demands of economic reform and growth," Journal of Asian Economics, Elsevier, vol. 22(1), pages 36-47, February.
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