Data envelopment analysis of the impact and performance of China stock market's global integration: Empirical analysis of MSCI China
Identifikátory výsledku
Kód výsledku v 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>
Výsledek na webu
<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>
Alternativní jazyky
Jazyk výsledku
angličtina
Název v původním jazyce
Data envelopment analysis of the impact and performance of China stock market's global integration: Empirical analysis of MSCI China
Popis výsledku v původním jazyce
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'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.
Název v anglickém jazyce
Data envelopment analysis of the impact and performance of China stock market's global integration: Empirical analysis of MSCI China
Popis výsledku anglicky
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'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.
Klasifikace
Druh
J<sub>SC</sub> - Článek v periodiku v databázi SCOPUS
CEP obor
—
OECD FORD obor
50206 - Finance
Návaznosti výsledku
Projekt
—
Návaznosti
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Ostatní
Rok uplatnění
2021
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Údaje specifické pro druh výsledku
Název periodika
International Journal of Monetary Economics and Finance
ISSN
1752-0479
e-ISSN
1752-0487
Svazek periodika
14
Číslo periodika v rámci svazku
3
Stát vydavatele periodika
CH - Švýcarská konfederace
Počet stran výsledku
21
Strana od-do
212-232
Kód UT WoS článku
—
EID výsledku v databázi Scopus
2-s2.0-85111570203