Is it China that leads the Asian stock market contagion in 2015? Academic Article uri icon

abstract

  • © 2017 Informa UK Limited, trading as Taylor & Francis Group. This article examines the influence of China B-share aggregates on major Asian stock market aggregates during 2015 China crash. Results indicate the China market shows strong negative impact and is highly responsible for leading most markets down during the crash.

author list (cited authors)

  • Fang, L. u., & Bessler, D. A.

citation count

  • 18

publication date

  • August 2017