Essays on international trade and stock market performance in China

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Essays on international trade and stock market performance in China

This thesis examines different factors that affect risk and return of equities of Chinese firms engaging in international trades through three studies. The first study investigates the sensitivity of exchange rate fluctuations to firm returns through exchange rate exposure. We improve methodologi...

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Bibliographic Details
Main Author:	Opartpunyasarn, Rungnapa
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2017
Subjects:	exchange rate exposure risk premium volatility spillover economic liberalization
Online Access:	https://eprints.nottingham.ac.uk/41644/

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