Does Hot Money Impact Stock And Exchange
Rate Markets On China?

QR Code

Does Hot Money Impact Stock And Exchange Rate Markets On China?

d the returns and volatility spillover between the stock and exchange rate market in China by using the monthly data covering the period from July 2005 to June 2013. This paper also uses the quantile approach to determine whether the hot money inﬂuences the stock and exchange rate markets. The r...

Full description

Bibliographic Details
Main Authors:	Lee , Yen Hsien, Huang , Ya Ling, Chen , Tsu Hu
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2017
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/40155/ http://eprints.usm.my/40155/1/aamjaf13022017_5.pdf

Similar Items

Hot money and China’s stock market bubble: Effectiveness of China government’s policies
by: Chua, Poh Choo, et al.
Published: (2013)

Intra-Industry Information Diffusion In China Stock Market
by: Dong Chi, Dong Chi
Published: (2016)

Tunnelling: Evidence From Indonesia Stock Exchange
by: Nurazi, Ridwan, et al.
Published: (2015)

The Volatility Of Somalia’s Unregulated Exchange Rates
by: Ibrahim Nor, Mohamed
Published: (2015)

International Interdependencies Of Stock Markets: How Influential Are Well-Established Exchanges In Affecting Movements On The Klse?
by: Abdullah, Mat Saad, et al.
Published: (2001)

Instrumental-Variable Estimation Of Bangkokweather Effects In The Stock Exchange Of Thailand
by: Khanthavit, Anya
Published: (2017)

Hot money and stock market in China: empirical evidence from ARDL and NARDL approaches
by: Tan, Nian Meng, et al.
Published: (2019)

Does Afta And China's Entry Into Wto Affect Fdi In Asean Countries?
by: Abd Karim , Mohd Zaini, et al.
Published: (2005)

Price Randomness, Contrarian And Momentum Strategies: A Study Of Return Predictability In The Malaysian Stock Exchange
by: Husni, Tafdil
Published: (2005)

The Roles Of Investor Sentiment In Malaysian Stock Market
by: Tuyon, Jasman, et al.
Published: (2016)

Inflation And The Subsequent Timing Of The Chinese Stock Market
by: Hui , Hong, et al.
Published: (2014)

Empirical Analysis Of Money Demand And Monetary Policy Under Islamic Banking
by: Maysami, Ramin Cooper, et al.
Published: (1999)

Stock Market Performance and Exchange Rate: Evidence from China
by: Kang, Rui-yang
Published: (2020)

Behavioural finance perspectives on Malaysian stock market efficiency
by: Tuyon, Jasman, et al.
Published: (2016)

Long Run Equilibrium Relationship Between Money And Prices In Selected Asian Countries
by: Ghazali, Noor Azlan, et al.
Published: (2001)

Efficiency Of Foreign Exchange Markets: A Developing Country Perspective
by: Wickremasinghe, Guneratne B
Published: (2005)

Exchange rate and the demand for money in Malaysia
by: Mohamed, Azali, et al.
Published: (2000)

The Low-Risk Anomaly: Evidence From The Thai Stock Market
by: Saengchote, Kanis
Published: (2017)

A study of risk taking behavior in Malaysian stock market
by: Sahul Hamid, Fazelina
Published: (2007)

Political Connection And Capital Structure Deviation: The Interaction Role Of Corporate Governance Mechanisms On The China’s Listed Construction Firms
by: Hu, Xiang
Published: (2023)

The Study Of Leader Member Exchange (LMX) And Team Member Exchange(TMX)
by: Nian, Foong Hong
Published: (2009)

Macroeconomic Determinants Of Stock Market Volatility: An Empirical Study Of Malaysia And Indonesia
by: Nikmanesh, Lida, et al.
Published: (2016)

Systematic risk of stock returns in Asian emerging markets:decomposition determinants.
by: Hooy , Chee Wooi
Published: (2014)

Effects Of Safety-Specific Transformational Leadership, Safety Management Practices And High-Quality Relationships On Mindful Safety Practices In Petroleum Industry Of China
by: Hu, Shi
Published: (2021)

Herzberg's Motivation-Hygiene Theory And Job Satisfaction In The Malaysian Retail Sector: The Mediating Effect Of Love Of Money
by: Tan, Teck Hong, et al.
Published: (2011)

The Effect Of Investor Sentiment On Stock Returns: Insight From Emerging Asian Markets
by: V. Anusakumar, Shangkari, et al.
Published: (2017)

Stock Market Liberalisation And Cost Of Equity: Firm-Level Evidence From Malaysia
by: Swee, Sim Foong, et al.
Published: (2016)

Dividend Capture On The Ex-dividend Day: Evidence From Vietnamese Stock Market
by: Quoc , Trung Tran
Published: (2017)

The Role Of Volatility In Mediating The Impact Of Analyst’ Recommendations On Herding In The Malaysian Stock Market
by: Ooi, Kok Loang
Published: (2023)

Regional And International Linkages Of The Asean-5 Stock Markets: A Multivariate Garch Approach
by: Lee, Stan Shun Pinn, et al.
Published: (2016)

Surplus Free Cash Flow, Stock Market Segmentations, And Earnings Management: The Case Of Jordan
by: Toumeh, Ahmad Adnan Hussein
Published: (2020)

The Effect Of Innovation And Government Subsidies On Financing Constraints Of Agricultural Small And Medium-Sized Enterprises In China: The Interaction Effect Of Digital Finance
by: Huang, Siqi
Published: (2024)

Relationship between Stock Market and Exchange Rate Intervention: Evidence from China
by: Wang, Yi
Published: (2021)

"New Leadership", Leader-Member exchange And Commitment To Change: The Case Of Higher Education In Malaysia.
by: May, Chiun Lo, et al.
Published: (2009)

Dividend Policy Changes In The Pre-, Mid-, And Post-financial Crisis: Evidence From The Nigerian Stock Market
by: Abdulkadir, Rihanat Idowu, et al.
Published: (2015)

Financial Integration And International Asset Pricing Of Asean-5 Stock Markets: The Pricing Of Global, Regional And Currency Risk
by: Janor, Hawati
Published: (2009)

The Contribution Of Perceived Firm Marketing Innovation Initiatives To Customer Perceived Value And Loyalty: Does Switching Experience Really Matter?
by: Hui, Stephanie Wen Chuah, et al.
Published: (2016)

An analysis of the relationship between exchange rate and stock price in China
by: Fang, Lu
Published: (2021)

Regulation, Incentives And Government Policy: How Does It Stimulate R&d Engineers' Innovative Behaviours In Malaysian Biotechnology Smes?
by: Sahrom, Nurul Shamisza, et al.
Published: (2016)

Study of Short-Term Abnormal Returns of Intial Public Offerings in Asean Stock Exchanges
by: Chen, Yao
Published: (2014)