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Economic and Business Management
book

Economic and Business Management

by Xiaoxia Huang, Feng Zhang
March 2022
Intermediate to advanced content levelIntermediate to advanced
294 pages
16h 47m
English
CRC Press
Content preview from Economic and Business Management

The analysis of the impact of Shenzhen-Hong Kong stock connect on the stock market co-movement between the mainland and Hong Kong–based on the GARCH-Copula model

Xunjun Zhang & Yucan Liu

School of Economics and Management, Nanjing University of Science and Technology, Nanjing, China

DOI: 10.1201/9781003203704-14

ABSTRACT: The introduction of Shenzhen-Hong Kong Stock Connect has further expanded the opening of the mainland's capital market and strengthened the cross-straits stock market co-movement effect. In this paper, Shanghai Stock Index, Shenzhen component Index and Hang Seng Index are selected, and December 5, 2016 is taken as the time cut-off point to select the daily return before and after the launch of Shenzhen-Hong Kong Stock Connect. ...

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Publisher Resources

ISBN: 9781000581621