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- W2386860412 abstract "This paper investigates long-term dynamic relationship of 22 iron listed stocks of China Shenzhen and Shanghai stock market,which includes 12 large stocks and 10 small stocks,according to differential information set. We find that the relationship between small and large stocks is cointergation in bull market phase.There exists lead-lag relationship between large stock and small stock returns in bear market phase.We give some practical suggestion on operations." @default.
- W2386860412 created "2016-06-24" @default.
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- W2386860412 date "2008-01-01" @default.
- W2386860412 modified "2023-09-25" @default.
- W2386860412 title "Study on Dynamic Price Relationships Between Small and Large Stocks in China" @default.
- W2386860412 hasPublicationYear "2008" @default.
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