Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?
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DOI: 10.1016/j.intfin.2019.101168
Abstract: Abstract This paper examines the influence of China’s cross-sectional dispersion of returns on local markets, as well as its major trading partners. With the cross-sectional average deviation method, we have reported some significant and insignificant… read more here.
Keywords: sectional dispersion; cross sectional; china cross; trading partners ... See more keywords