Volatility and Correlation Dynamics of the MainlandChinese and Hong Kong Stock Markets:
               Evidence from the A-, B-, H- and Red Chip Markets

Kin-Yip Ho; Yanlin Shi; Zhaoyong Zhang

doi:10.3905/jwm.2014.17.2.055

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.

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For correspondence: kin-yip.ho@anu.edu.au

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.

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For correspondence: yanlin.shi@anu.edu.au

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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For correspondence: zhaoyong.zhang@ecu.edu.au

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Vol. 17, Issue 2

Fall 2014

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Volatility and Correlation Dynamics of the Mainland
Chinese and Hong Kong Stock Markets:
Evidence from the A-, B-, H- and Red Chip Markets