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Valuation effect of capital account liberalization: Evidence from the Chinese stock market

This paper examines the valuation effect of capital account liberalization. Using an event study approach and the policy announcement for RMB Qualified Foreign Institutional Investors (short for RQFII) as the event date, we find that overall, the stock market responded positively to the capital acco...

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Publicat a:J Int Money Finance
Autors principals: Ding, Haoyuan, Jin, Yuying, Koedijk, Kees G., Wang, Yunjin
Format: Artigo
Idioma:Inglês
Publicat: Elsevier Ltd. 2020
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC7214332/
https://ncbi.nlm.nih.gov/pubmed/32398887
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jimonfin.2020.102208
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