Can US Economic Variables Predict Chinese Stock Market?

• Main Authors: GOH, Jeremy, JIANG, Fuwei, TU, Jun, WANG, Yuchen
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2012
• Subjects: Chinese stock market; Return predictability; International investment; Asian Studies; Corporate Finance; Finance; Portfolio and Security Analysis
• Online Access: https://ink.library.smu.edu.sg/lkcsb_research/3147; https://ink.library.smu.edu.sg/context/lkcsb_research/article/4146/viewcontent/Can_US_Economic_Variables_Predict_Chinese_Stock_Market_wp.pdf
• Institution: Singapore Management University

In the last few decades, we observed a significant increase in global economic activities and these activities may have an impact on both China's economy and stock market. Given the potential impact, we empirically examine whether US economic variables are leading indicators of the Chinese stoc...