dc.creator |
Ye, George |
|
dc.date.accessioned |
2014-02-06T20:12:12Z |
|
dc.date.available |
2014-02-06T20:12:12Z |
|
dc.date.issued |
2011 |
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dc.identifier |
http://library2.smu.ca/bitstream/handle/01/25390/asb_proceedings_2011.pdf#page=101 |
|
dc.identifier.uri |
http://library2.smu.ca/xmlui/handle/01/25646 |
|
dc.description.abstract |
The paper examines the forecasting ability of the U.S. stock performance to predict the direction of the Chinese stock price movement at the opening, and vice verse. It shows that since the recent global financial crisis, stock performance in the NYSE has shown significant forecasting ability on the SSE opening. |
en_CA |
dc.description.provenance |
Submitted by Trish Grelot (trish.grelot@smu.ca) on 2014-02-06T20:12:12Z
No. of bitstreams: 0 |
en |
dc.description.provenance |
Made available in DSpace on 2014-02-06T20:12:12Z (GMT). No. of bitstreams: 0
Previous issue date: 2011 |
en |
dc.language.iso |
en |
en_CA |
dc.publisher |
Atlantic Schools of Business |
en_CA |
dc.subject.lcsh |
Stocks -- Prices -- United States |
|
dc.subject.lcsh |
Stocks -- Prices -- China |
|
dc.subject.lcsh |
Stock price forecasting -- United States |
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dc.subject.lcsh |
Stock price forecasting -- China |
|
dc.title |
Forecasting stock exchange opening with foreign stock markets: evidence from the NYSE and the SSE |
en_CA |
dc.type |
Text |
en_CA |
dcterms.bibliographicCitation |
Proceedings of the 41st Atlantic Schools of Business conference, University of Prince Edward Island, 2011, pp 97-118 |
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