Logistics and stock market inter-dependence: the case of China Online publication date: Fri, 20-Jul-2018
by Jinghan Cai; Xiaobing Li
International Journal of Logistics Economics and Globalisation (IJLEG), Vol. 7, No. 3, 2018
Abstract: The inter-dependence between different stock markets around the world has been in the forefront of academic and public interests. In this paper, we study the channel of the stock market inter-dependence between Chinese stock market and other markets around the world. We analyse the daily returns of major stock indices to discover the path of the transmission of shocks from Chinese stock market. We find out that, the difference in logistics from countries plays an important role in explaining the transmission of stock market shocks.
Online publication date: Fri, 20-Jul-2018
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