Inflation And The Subsequent Timing Of The Chinese Stock Market

This paper examines market-timing strategies based on inflation in a sample of three stock market indices drawn from the Shanghai and the Shenzhen Stock Exchanges between February 2002 and May 2010. Specifically, this study investigates the effectiveness of market-timing activity and its stabilit...

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Bibliographic Details
Main Authors: Hui , Hong, O'Brien, Fergal, Ryan, James
Format: Article
Published: Asian Academy of Management (AAM) 2014
Subjects:
Online Access:http://web.usm.my/journal/aamjaf/10-2-2-2014.html
http://web.usm.my/journal/aamjaf/10-2-2-2014.html
http://eprints.usm.my/40022/1/AAMJAF_10%2D2%2D2_(13%2D35).pdf