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Applied Financial Economics Letters Volume 4, 2008 - Issue 3
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Original Articles

Provincial co-movement in Chinese stock returns

Udomsak Wongchoti Department of Economics and Finance, Banking & Property, College of Business, Massey University, Private Bag 11-222 Palmerston North, New ZealandCorrespondence[email protected]
&
Fei Wu Department of Economics and Finance, Banking & Property, College of Business, Massey University, Private Bag 11-222 Palmerston North, New Zealand
Pages 171-176 | Published online: 21 Apr 2008

Citations (5)

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Read on this site (1)

Xindan Li & Bing Zhang. (2013) Spillover and Cojumps Between the U.S. and Chinese Stock Markets. Emerging Markets Finance and Trade 49:sup2, pages 23-42.
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Articles from other publishers (4)

Guomei Tang & Xueyong Zhang. (2020) Media attention to locations and the cross‐section of stock returns. Accounting & Finance 61:S1, pages 2301-2336.
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Michael Firth, Shihe Fu & Liwei Shan. (2016) Do agglomeration economies affect the local comovement of stock returns? Evidence from China. Urban Studies 54:5, pages 1142-1161.
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Yongjie Zhang, Yuzhao Zhang, Dehua Shen & Wei Zhang. (2017) Investor sentiment and stock returns: Evidence from provincial TV audience rating in China. Physica A: Statistical Mechanics and its Applications 466, pages 288-294.
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Pratish Patel. (2012) The Adoption of New Technologies: Location, Learning and Asset Pricing Implications. SSRN Electronic Journal.
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