{"title":"美国企业与其中国“供应商”企业的相互关系及其股票收益的共同运动","authors":"Hui Xiao","doi":"10.2991/aebmr.k.210917.080","DOIUrl":null,"url":null,"abstract":"The paper investigated whether synchronised movements of stock returns happen between US “customer” firms with their Chinese “supplier” firms. Using stock return data of related US and Chinese firms between 2000 to 2019, through OLS regression and Fama-MacBeth regression, I found that there is a prove of the existence of co-movements. The paper also found that during early period of that 20 years (2000 – 2009), the co-movements are stronger than later period","PeriodicalId":371105,"journal":{"name":"Proceedings of the 2021 International Conference on Financial Management and Economic Transition (FMET 2021)","volume":"4 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Co-relations Between US Firms with Their Chinese “Supplier” Firms and the Co-movement of Their Stock Returns\",\"authors\":\"Hui Xiao\",\"doi\":\"10.2991/aebmr.k.210917.080\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The paper investigated whether synchronised movements of stock returns happen between US “customer” firms with their Chinese “supplier” firms. Using stock return data of related US and Chinese firms between 2000 to 2019, through OLS regression and Fama-MacBeth regression, I found that there is a prove of the existence of co-movements. The paper also found that during early period of that 20 years (2000 – 2009), the co-movements are stronger than later period\",\"PeriodicalId\":371105,\"journal\":{\"name\":\"Proceedings of the 2021 International Conference on Financial Management and Economic Transition (FMET 2021)\",\"volume\":\"4 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the 2021 International Conference on Financial Management and Economic Transition (FMET 2021)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2991/aebmr.k.210917.080\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 2021 International Conference on Financial Management and Economic Transition (FMET 2021)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2991/aebmr.k.210917.080","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Co-relations Between US Firms with Their Chinese “Supplier” Firms and the Co-movement of Their Stock Returns
The paper investigated whether synchronised movements of stock returns happen between US “customer” firms with their Chinese “supplier” firms. Using stock return data of related US and Chinese firms between 2000 to 2019, through OLS regression and Fama-MacBeth regression, I found that there is a prove of the existence of co-movements. The paper also found that during early period of that 20 years (2000 – 2009), the co-movements are stronger than later period
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