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

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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...

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Bibliographic Details
Main Authors:	He, Hongbo, Chen, Shou, Yao, Shujie, Ou, Jinghua
Format:	Article
Published:	Elsevier 2014
Subjects:	Financial liberalization; Market interdependence; Principal component analysis; Multi-factor R-squared measure
Online Access:	https://eprints.nottingham.ac.uk/29129/

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