HIGHLIGHTS
- who: Chun-Xiao Nie and Jing Xiao from the School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, China have published the research: Dynamics of Information Flow between the Chinese A-Share Market and the U.S. Stock Market: From the 2008 Crisis to the COVID-19 Pandemic Period, in the Journal: Entropy 2022, 24, 1102. of 31/Dec/2004
- what: The authors provide a detailed analysis of the relationship between the two markets using long-term daily and weekly data. The authors report the excess kurtosis obtained by subtracting 3 from the original kurtosis . . .
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