The change in the information flow triggered by the implementation of the QFII program allowing foreign institutional investors to trade A shares on the mainland China stock ex-

Finally, the cause and effect relationship test showed the both Japanese and Hong Kong stock markets Granger Cause Chinese stock market while the United States did not Granger

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return and volatility spillover effects of Mainland Chinese stock markets in an international setting;. second, to investigate possible change of behaviour in which the return

Classification matrix based on linear discriminant analysis of Procrustes coordinates derived from adult male Blueback Herring caught in North Carolina (Chowan and Yeopim rivers)

market affects the night-time return volatility in the stock markets of Taiwan, Korea, Hong Kong, and Japan in order.. Third, we find that there exist negative return spillover

 Students are also not showing interest in using e-learning rather than traditional teaching, because of not having different learning style content to motivate

We study the contemporaneous and dynamic spillover effects having the stock markets across different regions at volatility level.. To estimate the spillover effects properly we

The study recommends a diversified bilateral trading model for the co untries that would offer a range of policy choices during global shocks ; secondly , the Eas t African

Since the re-opening of the Shanghai Stock Exchange in December 1990 and the additional establishment the Shenzhen Stock Ex- change in July 1991, the Chinese stock market has

Now, it appears that the prerequisite for automatic generation of test sets is the same as for verication: an automatic tester will need a formal description of both the environment

Specifically, using virus sequence data obtained from domestic animals that succumbed to rabies over a 14-year period, we (i) identified the time scale of evol- utionary

In examining the interdependence of stock market returns between various countries and the United States as well as the potential spillover effects during the recent crisis from

Kunskapskrav A Eleven visar sin förståelse genom att välgrundat redogöra för, diskutera och kommentera innehåll och detaljer samt genom att med gott resultat agera utifrån

Therefore, the present study employs the CCF method of Hong (2001) to investigate the return and volatility spillover from the stock market of the US and Japanese stock markets

The purpose of this thesis is to study the interactions among returns on the United States, Mainland China and Hong Kong stock markets, and examine the interactions

We consider data of daily index returns for 27 international stock markets from Amer- icas (Brazil, Argentina, United States and Canada), from Asia/Paci…c (India, Hong- Kong,

The measures for skewness indicate that the return series are skewed, albeit in different directions, with the Hong Kong and Taiwan markets being negatively skewed the most