Macro-economic determinants of stock market co-movement beween China and United States.

• Main Authors: Leng, Ruowei., Tan, Cui Yun., Zhou, Yishu.
• Other Authors: Cao Yong
• Format: Final Year Project
• Language: English
• Published: 2011
• Subjects: DRNTU::Business::Finance::Capital market
• Online Access: http://hdl.handle.net/10356/43920
• Institution: Nanyang Technological University

This study aims to examine the short run dynamics and long term relationships between the macro-economic fundamentals and the stock market returns of China and US, in the period 2000 to 2010. Prior research has largely laid emphasis on studying stock market interdependence of developed countries. In...