Financial liberalisation and international market interdependence: evidence from China’s stock market in the post-WTO accession period

This paper studies China’s stock market with respect to financial liberalization and international market interdependence after its accession to the WTO in 2001. Using the multi-factor R-squared measure, we derive a normalized index to measure the impact of financial liberalization policies on stock...

Full description

Bibliographic Details
Main Authors: He, Hongbo, Chen, Shou, Yao, Shujie, Ou, Jinghua
Format: Article
Published: Elsevier 2014
Subjects:
Online Access:https://eprints.nottingham.ac.uk/29129/