Real GDP growth in China follows a random walk. Also, it has often been suggested that China “cooks its books”, that is to say that governmental officials in China manipulate economic statistics such as GDP growth rate to present the outside world a rosy picture (Foreign Policy, September 3, 2009). If such unreliability is known to stock traders, news on GDP should not impact stock market fluctuations or their volatility. We test this hypothesis for 12 series with daily stock market returns for the years 2006 to and including 2009
This paper provides a practical means to verify the level of interdependency between major stock mar...
The Chinese statistical authorities have recently adjusted the Chinese GDP level and growth rate for...
Forecasting real economic growth by using the information contents of financial asset prices is one ...
textabstractReal GDP growth in China follows a random walk. Also, it has often been suggested that C...
What is the link between stock returns and news about economic growth? Using consensus forecasts fro...
This paper studies how the stock prices in Chinese stock markets react to the stock recommenda-tions...
Revised in July 2006The Chinese statistical authorities have recently adjusted the Chinese GDP level...
[[abstract]]The growth of a country?s stock market is a reflection of its economic development. Sinc...
Abstract in Undetermined In this paper, the news aggregator GoogleNews is used to assess the impact ...
This paper examines the impact of public information flows on the volatility of the bilateral Chines...
The media in China has undergone extensive commercialization to become more market-driven over the l...
China's GDP growth slowdown and a surge in global financial market volatility could both adversely a...
China's GDP growth slowdown and a surge in global financial market volatility could both adversely a...
Stock market trends are a barometer of the overall level of economic activity. The author suggests t...
There have been many research studies that have examined the impact of financial development on econ...
This paper provides a practical means to verify the level of interdependency between major stock mar...
The Chinese statistical authorities have recently adjusted the Chinese GDP level and growth rate for...
Forecasting real economic growth by using the information contents of financial asset prices is one ...
textabstractReal GDP growth in China follows a random walk. Also, it has often been suggested that C...
What is the link between stock returns and news about economic growth? Using consensus forecasts fro...
This paper studies how the stock prices in Chinese stock markets react to the stock recommenda-tions...
Revised in July 2006The Chinese statistical authorities have recently adjusted the Chinese GDP level...
[[abstract]]The growth of a country?s stock market is a reflection of its economic development. Sinc...
Abstract in Undetermined In this paper, the news aggregator GoogleNews is used to assess the impact ...
This paper examines the impact of public information flows on the volatility of the bilateral Chines...
The media in China has undergone extensive commercialization to become more market-driven over the l...
China's GDP growth slowdown and a surge in global financial market volatility could both adversely a...
China's GDP growth slowdown and a surge in global financial market volatility could both adversely a...
Stock market trends are a barometer of the overall level of economic activity. The author suggests t...
There have been many research studies that have examined the impact of financial development on econ...
This paper provides a practical means to verify the level of interdependency between major stock mar...
The Chinese statistical authorities have recently adjusted the Chinese GDP level and growth rate for...
Forecasting real economic growth by using the information contents of financial asset prices is one ...