Logistics and stock market inter-dependence: the case of China
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

The full text of this article is only available to individual subscribers or to users at subscribing institutions.

 
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.

Pay per view:
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.

Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Logistics Economics and Globalisation (IJLEG):
Login with your Inderscience username and password:

    Username:        Password:         

Forgotten your password?


Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.

If you still need assistance, please email subs@inderscience.com