Groenewold et al.(2004) documented that the Chinese stock market is inefficient. In this
paper, we revisit the efficiency problem of the Chinese stock market using time-series model …

Stock market has been associated with economic growth through its role as a source of new
private capital. On the other hand, economic growth may be the catalyst for stock market …

Purpose This paper aims to investigate Chinese bull and bear markets. The Chinese stock
market has experienced a long period of bear cycle from early 2000 until 2006, and then it …

Current studies on the media effect fail to reach a consistent conclusion in a global setting.
Lacking independence and highly controlled, the media functions differently in China and …

The Granger-causality effects between earnings, cash flow, and capital investment as well
as on subsequent annual stock returns are examined for China in an international …

This article extends previous empirical research to forecast Chinese bull and bear stock
markets by using three types of binary probit time series models, which are static …

Purpose–The purpose of this paper is to study synchronization in stock index cycles across
82 countries and the linkage between macroeconomic and financial integration and stock …

The authors evaluate the profitability of trading rules associated with the rate of change
(ROC) oscillator. The ROC is an oscillator indicating the trend of the price of a security …

The speculative nature of the stock market in Mainland China has attracted the attention of
many observers. However while the degree of integration of the Hong Kong market with its …

Groenewold et al (2004a) documented that the Chinese stock market is inefficient. In this
paper, we revisit the efficiency problem of the Chinese stock market using time-series model …