Data envelopment analysis of the impact and performance of China stock market's global integration: Empirical analysis of MSCI China

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F21%3A10248036" target="_blank" >RIV/61989100:27510/21:10248036 - isvavai.cz</a>

Result on the web

<a href="https://www.inderscience.com/offers.php?id=11654" target="_blank" >https://www.inderscience.com/offers.php?id=11654</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1504/IJMEF.2021.116543" target="_blank" >10.1504/IJMEF.2021.116543</a>

Result language

angličtina

Original language name

Data envelopment analysis of the impact and performance of China stock market's global integration: Empirical analysis of MSCI China

Original language description

This paper contributes to analysing the impact of China stock market global integration, based on the data envelopment analysis (DEA) method to measure the performance of Morgan Stanley Capital International (MSCI) China as empirical analysis. The motivation of this paper that MSCI China grows by 20.6% in 2019, which is greater than the 2.7% increase in MSCI USA, and MSCI China&apos;s valuation is also low. China is dominated by domestic demand, and domestic demand accounts for 88% of the MSCI China Index. It is expected that with the development of the MSCI China Index, more funds will flow into China, while mainland China will relax the proportion of foreign investors holding A-shares. With a higher probability, the proportion of foreign capital will gradually increase. Considering this issue, this paper discusses the evolution, reasons and global integration of the China stock market. Copyright (C) 2021 Inderscience Enterprises Ltd.

Czech name

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Czech description

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Type

J_SC - Article in a specialist periodical, which is included in the SCOPUS database

CEP classification

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OECD FORD branch

50206 - Finance

Project

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Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2021

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

International Journal of Monetary Economics and Finance

ISSN

1752-0479

e-ISSN

1752-0487

Volume of the periodical

14

Issue of the periodical within the volume

3

Country of publishing house

CH - SWITZERLAND

Number of pages

21

Pages from-to

212-232

UT code for WoS article

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EID of the result in the Scopus database

2-s2.0-85111570203