You are not logged in.

Impacts of oil price shocks on Chinese stock market liquidity

Zheng, Xinwei and Su, Dan 2017, Impacts of oil price shocks on Chinese stock market liquidity, International review of economics and finance, vol. 50, pp. 136-174, doi: 10.1016/j.iref.2017.03.021.

Attached Files
Name Description MIMEType Size Downloads

Title Impacts of oil price shocks on Chinese stock market liquidity
Author(s) Zheng, XinweiORCID iD for Zheng, Xinwei orcid.org/0000-0001-5970-4609
Su, Dan
Journal name International review of economics and finance
Volume number 50
Start page 136
End page 174
Total pages 39
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2017-07
ISSN 1059-0560
Keyword(s) Stock market liquidity
Oil prices
Structural vector auto-regressive model
Language eng
DOI 10.1016/j.iref.2017.03.021
Field of Research 1402 Applied Economics
1502 Banking, Finance And Investment
Socio Economic Objective 0 Not Applicable
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2017, Elsevier Inc
Persistent URL http://hdl.handle.net/10536/DRO/DU:30097131

Document type: Journal Article
Collection: Department of Finance
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 0 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 69 Abstract Views, 2 File Downloads  -  Detailed Statistics
Created: Fri, 09 Jun 2017, 15:47:11 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.