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

• 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
• Institution: Nanyang Technological University

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...