Study on the Shock-transmission Mechanism of Stock Price among China, Russia and India

<p>Researchers pay more and more attention on the price comovement-effect among international stock markets. This paper deals with the transmission mechanism of price shocks among three stock markets of China, Russia and India, with a sample of weekly returns. The results showed that the price...

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Bibliographic Details
Main Author: Menggen Chen
Format: Article
Language:English
Published: University Library System, University of Pittsburgh 2014-08-01
Series:Emerging Markets Journal
Online Access:http://emaj.pitt.edu/ojs/index.php/emaj/article/view/58