Does the US stock market lead the Chinese stock market?: Evidence on lead-lag effects

Additional Metadata
Keywords	Shanghai Stock Exchange, Lead lag effects, Vector autoregression model
Thesis Advisor	Jiang, H., Shen, R.
Persistent URL	hdl.handle.net/2105/25274
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Zhang, J. (2011, September 16). Does the US stock market lead the Chinese stock market?: Evidence on lead-lag effects. Finance & Investments. Retrieved from http://hdl.handle.net/2105/25274

Does the US stock market lead the Chinese stock market?