Volatility and Correlation Dynamics of the Mainland
Chinese and Hong Kong Stock Markets:
Evidence from the A-, B-, H- and Red Chip Markets
Kin-Yip Ho, Yanlin Shi and Zhaoyong Zhang
The Journal of Wealth Management Fall 2014, 17 (2) 55-67; DOI: https://doi.org/10.3905/jwm.2014.17.2.055
Kin-Yip Ho
is a lecturer in finance and statistics at the Australian National University’s Research School of Finance, Actuarial Studies and Applied Statistics in Canberra, Australia.
Yanlin Shi
is an associate lecturer in statistics at the Australian National University’s Research School of Finance, Actuarial Studies and Applied Statistics in Canberra, Australia.
Zhaoyong Zhang
is an associate professor of finance at the Edith Cowan University School of Business at Edith Cowan University in Joondalup, Australia.
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In this issue
Volatility and Correlation Dynamics of the Mainland
Chinese and Hong Kong Stock Markets:
Evidence from the A-, B-, H- and Red Chip Markets
Chinese and Hong Kong Stock Markets:
Evidence from the A-, B-, H- and Red Chip Markets
Kin-Yip Ho, Yanlin Shi, Zhaoyong Zhang
The Journal of Wealth Management Jul 2014, 17 (2) 55-67; DOI: 10.3905/jwm.2014.17.2.055