Comparative research between shocks of the international financial crisis on mainland and Hongkong stock market

摘要：

This paper adopts VAR model to analyze the different shocks of this financial crisis on the mainland and Hongkong market, and the reason of these differences, by observing the responses of A-H cross-listed companies. Besides, we use event analysis to study the volatility effect of two markets by different events during different periods of this crisis. Through the empirical research, we reveal how the crisis transmits to our capital market.

作者: Feng Ping Zhang Dixin

作者单位: Department of Finance School of Business, Nanjing University Nanjing, P.R.China, 210093

会议类型: 国际会议

会议名称: International Conference on Management and Service Science(2011年第五届管理与服务科学国际会议 MASS 2011)

会议地点: 武汉

会议语种:英文

页码: 1-4

在线出版日期: 2011-08-12（万方平台首次上网日期，不代表论文的发表时间）