Can US Economic Variables Predict Chinese Stock Market?

Given that the size of the trade sector to the total economy has increase significantly since China jointed World Trade Organization (WTO) in the end of 2001, and therefore the importance of world relative to local information can increase as well, we examine whether the economic variables of the Un...

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Main Author:	TU, Jun
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 2011
Subjects:	Chinese stock market Return predictability Market integration Portfolio and Security Analysis
Online Access:	https://ink.library.smu.edu.sg/lkcsb_research/3186
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Institution:	Singapore Management University
Language:	English

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spelling	sg-smu-ink.lkcsb_research-41852012-02-14T10:19:02Z Can US Economic Variables Predict Chinese Stock Market? TU, Jun Given that the size of the trade sector to the total economy has increase significantly since China jointed World Trade Organization (WTO) in the end of 2001, and therefore the importance of world relative to local information can increase as well, we examine whether the economic variables of the United States can predict the Chinese stock market after 2001. We find that although before year 2001, the economic variables of the United States are not useful in predicting the Chinese stock market, they provide significant predictability after 2001. 2011-07-01T07:00:00Z text https://ink.library.smu.edu.sg/lkcsb_research/3186 Research Collection Lee Kong Chian School Of Business eng Institutional Knowledge at Singapore Management University Chinese stock market Return predictability Market integration Portfolio and Security Analysis
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	Chinese stock market Return predictability Market integration Portfolio and Security Analysis
spellingShingle	Chinese stock market Return predictability Market integration Portfolio and Security Analysis TU, Jun Can US Economic Variables Predict Chinese Stock Market?
description	Given that the size of the trade sector to the total economy has increase significantly since China jointed World Trade Organization (WTO) in the end of 2001, and therefore the importance of world relative to local information can increase as well, we examine whether the economic variables of the United States can predict the Chinese stock market after 2001. We find that although before year 2001, the economic variables of the United States are not useful in predicting the Chinese stock market, they provide significant predictability after 2001.
format	text
author	TU, Jun
author_facet	TU, Jun
author_sort	TU, Jun
title	Can US Economic Variables Predict Chinese Stock Market?
title_short	Can US Economic Variables Predict Chinese Stock Market?
title_full	Can US Economic Variables Predict Chinese Stock Market?
title_fullStr	Can US Economic Variables Predict Chinese Stock Market?
title_full_unstemmed	Can US Economic Variables Predict Chinese Stock Market?
title_sort	can us economic variables predict chinese stock market?
publisher	Institutional Knowledge at Singapore Management University
publishDate	2011
url	https://ink.library.smu.edu.sg/lkcsb_research/3186
_version_	1770571141405999104

Can US Economic Variables Predict Chinese Stock Market?

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