How does macroeconomic news impact stock returns in China stock market

zbMATH Open1174.91459MaRDI QIDQ5453451FDOQ5453451

Authors: Na Xie, Yong Zeng 

Publication date: 4 April 2008

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zbMATH Keywords

vector autoregressionmacroeconomic newsindex return

Mathematics Subject Classification ID

Cited In (4)

• Is public information really irrelevant in explaining asset returns?
• Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint
• Macroeconomic response to BRICS countries stock markets using panel VAR
• Crisis impact on stock market predictability

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