The China equity market and its comovements with major international equity markets

The China equity market and its comovements with major international equity markets

This paper looks at the background of the two main stock exchanges (Shanghai Stock Exchange and Shenzhen Stock Exchange) in China since they opened up to foreign investors. It also attempts to investigate linear comovements with major equity markets (United States, Japan, United Kingdom, Hong Kon...

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Main Authors: Soo, Audrey Wai Mun, Lim, Teck, Tong, Jun Kian
Other Authors: Nanyang Business School
Format: Final Year Project
Language:English
Published: 2015
Subjects:
DRNTU::Business::Finance::Stock exchanges
Online Access:http://hdl.handle.net/10356/63678
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Institution: Nanyang Technological University
Language: English
id sg-ntu-dr.10356-63678
record_format dspace
spelling sg-ntu-dr.10356-636782023-05-19T06:09:04Z The China equity market and its comovements with major international equity markets Soo, Audrey Wai Mun Lim, Teck Tong, Jun Kian Nanyang Business School DRNTU::Business::Finance::Stock exchanges This paper looks at the background of the two main stock exchanges (Shanghai Stock Exchange and Shenzhen Stock Exchange) in China since they opened up to foreign investors. It also attempts to investigate linear comovements with major equity markets (United States, Japan, United Kingdom, Hong Kong and Singapore). Using daily returns for these indices, the results suggest that there is little or no correlation and comovements exhibited between the Chinese markets and the global financial conditions in the other markets. ACCOUNTANCY 2015-05-18T05:23:08Z 2015-05-18T05:23:08Z 1994 1994 Final Year Project (FYP) http://hdl.handle.net/10356/63678 en Nanyang Technological University 67 p. application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Business::Finance::Stock exchanges
spellingShingle DRNTU::Business::Finance::Stock exchanges
Soo, Audrey Wai Mun
Lim, Teck
Tong, Jun Kian
The China equity market and its comovements with major international equity markets
description This paper looks at the background of the two main stock exchanges (Shanghai Stock Exchange and Shenzhen Stock Exchange) in China since they opened up to foreign investors. It also attempts to investigate linear comovements with major equity markets (United States, Japan, United Kingdom, Hong Kong and Singapore). Using daily returns for these indices, the results suggest that there is little or no correlation and comovements exhibited between the Chinese markets and the global financial conditions in the other markets.
author2 Nanyang Business School
author_facet Nanyang Business School
Soo, Audrey Wai Mun
Lim, Teck
Tong, Jun Kian
format Final Year Project
author Soo, Audrey Wai Mun
Lim, Teck
Tong, Jun Kian
author_sort Soo, Audrey Wai Mun
title The China equity market and its comovements with major international equity markets
title_short The China equity market and its comovements with major international equity markets
title_full The China equity market and its comovements with major international equity markets
title_fullStr The China equity market and its comovements with major international equity markets
title_full_unstemmed The China equity market and its comovements with major international equity markets
title_sort china equity market and its comovements with major international equity markets
publishDate 2015
url http://hdl.handle.net/10356/63678
_version_ 1770565803449516032

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