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Journal of the Asia Pacific Economy Volume 16, 2011 - Issue 3: Financial Sector Reform and Regulation
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Articles

Financial crisis and the market efficiency in the Chinese equity markets

Fang Chen Department of Finance, University of Rhode Island, Kingston, Rhode Island, USA
&
Jeffrey E. Jarrett Department of Management Science and Finance, University of Rhode Island, Kingston, Rhode Island, USA
Pages 456-463 | Published online: 02 Aug 2011

Citations (10)

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Kingstone Nyakurukwa. (2021) Revisiting the dynamic stock return–volume relationship in South Africa: a non-parametric causality in quantiles approach. Macroeconomics and Finance in Emerging Market Economies 0:0, pages 1-17.
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Oprean Camelia, Tănăsescu Cristina & Bucur Amelia. (2017) A new proposal for efficiency quantification of capital markets in the context of complex non-linear dynamics and chaos. Economic Research-Ekonomska Istraživanja 30:1, pages 1669-1692.
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JonathanA. Batten. (2011) Financial sector reform and regulation in the Asia-Pacific region: a perspective. Journal of the Asia Pacific Economy 16:3, pages 285-293.
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Articles from other publishers (7)

Rong (Ratchel) Zeng, Won-Yong Oh & Pengcheng Zhu. (2023) Will investors’ excitement last? Determinants of investors’ responses to cross-border acquisitions by Chinese firms. Journal of International Financial Markets, Institutions and Money 85, pages 101785.
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Vasile Brătian, Ana-Maria Acu, Camelia Oprean-Stan, Emil Dinga & Gabriela-Mariana Ionescu. (2021) Efficient or Fractal Market Hypothesis? A Stock Indexes Modelling Using Geometric Brownian Motion and Geometric Fractional Brownian Motion. Mathematics 9:22, pages 2983.
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Ceyda Aktan & Tolga Omay. 2019. Global Issues in Banking and Finance. Global Issues in Banking and Finance 143 159 .
Pengcheng Ma, Daye Li & Shuo Li. (2016) Efficiency and cross-correlation in equity market during global financial crisis: Evidence from China. Physica A: Statistical Mechanics and its Applications 444, pages 163-176.
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Everton Anger Cavalheiro, Kelmara Mendes Vieira & Paulo Sérgio Ceretta. (2012) Efficiency in emerging markets: Applying the automatic variance ratio test. Corporate Ownership and Control 9:2, pages 300-309.
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Jae H. Kim, Hristos Doucouliagos & T. D. Stanley. (2014) Market Efficiency in Asian and Australasian Stock Markets: A Fresh Look at the Evidence. SSRN Electronic Journal.
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Sebastian Cano, Jordi Andreu & Xiaoni Li. (2012) Time Travel Through Asian and Chinese Market Indices. SSRN Electronic Journal.
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