DocumentCode
2963195
Title
Comparative Research between Shocks of the International Financial Crisis on Mainland and Hongkong Stock Market
Author
Ping Feng ; Dixin Zhang
Author_Institution
Dept. of Finance, Nanjing Univ., Nanjing, China
fYear
2011
fDate
12-14 Aug. 2011
Firstpage
1
Lastpage
4
Abstract
This paper adopts VAR model to analyze the different shocks of this financial crisis on the mainland and Hongkong market, and the reason of these differences, by observing the responses of A-H cross-listed companies. Besides, we use event analysis to study the volatility effect of two markets by different events during different periods of this crisis. Through the empirical research, we reveal how the crisis transmits to our capital market.
Keywords
economic indicators; international finance; international trade; stock markets; Hongkong stock market; VAR model; international financial crisis; shocks; Companies; Correlation; Electric shock; Finance; Indexes; Reactive power; Stock markets;
fLanguage
English
Publisher
ieee
Conference_Titel
Management and Service Science (MASS), 2011 International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-6579-8
Type
conf
DOI
10.1109/ICMSS.2011.5998168
Filename
5998168
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