Wu, Qingyuan (2024) Market Contagion of Stock Return Based on Information Transfer: Evidence from China. In: Proceedings of the 5th Management Science Informatization and Economic Innovation Development Conference, MSIEID 2023, December 8–10, 2023, Guangzhou, China.
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Abstract
Trade, capital, and information transfer are the three channels of spillover. It is challenge to distinguish them and quantify the effect of each channel. However, the stock market in China is not open yet, and we are able to cleanly identify the channel of market contagion based on the information
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 17:30 |
| Last Modified: | 16 Apr 2026 23:56 |
| URI: | http://eprints.eai.eu/id/eprint/48597 |
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