This paper examines the presence of herd formation in Chinese markets using both
individual firm-and sector-level data. We analyze the behavior of return dispersions during …

Using quarterly data from 1998: Q1 to 2009: Q4 and monthly data from July 2005 to
February 2010, this paper examines the impact of key monetary policy variables, including …

We review the financial research on China as a transitional economy over the past 15 years
or so. This review sheds light on several important issues that are pertinent for an emerging …

Purpose–The purpose of this paper is to analyze the nature of returns and volatility
spillovers between exchange rates and stock price in the IBSA nations (India, Brazil, South …

This study reviews the literature on volatility transmission in order to determine what we
have learnt about the different methodologies applied. In particular, GARCH, regime …

We use a bivariate asymmetric GARCH model to examine patterns of across-market
information flows for gold, platinum, and silver futures contracts traded in both the US and …

This paper categorizes Australian listed cryptocurrency-linked stocks (CLS) by their
involvement as a user, developer and diffuser, and investor of blockchain technology and …

This paper investigates the degree and structure of interdependence between emerging
(Asian and Latin American) and developed (USA and Japan) stock markets through the …

The purpose of this paper is to study the dependence structures between the Chinese
market and other major world markets, a reflection of China's increasing integration into the …

We study the price-discovery process for a number of Chinese cross-listed stocks. For the
stocks cross-listed on the New York Stock Exchange (NYSE) and the Stock Exchange of …