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Cointegration between the Chinese and US stock markets

This paper conducts an empirical study on the relationship between the emerging financial market of China and the developed market of the US, both during and after the 2007-2009 financial crisis. Stock indices from the two countries are analysed to examine whether there exist any comovements between the different equity markets. Econometric time series testing of weekly stock values indicate that

Marina Svensson

Professor Contact details Email: marina [dot] svensson [at] ace [dot] lu [dot] se Phone: +46 46 222 40 68Organisation Centre for East and South-East Asian Studies, Lund University Visiting address: Sölvegatan 18B, Lund Room number: 126 Service point: 61 WebpageMarina Svenssons profile in Lund University research portalOther affiliations Profile area member LU Profile Area: Human rightsI studied Ch

https://www.ace.lu.se/marina-svensson - 2026-04-16

Marina Svensson

Professor Contact details Email: marina [dot] svensson [at] ace [dot] lu [dot] se Phone: +46 46 222 40 68Organisation Centre for East and South-East Asian Studies, Lund University Visiting address: Sölvegatan 18B, Lund Room number: 126 Service point: 61 WebpageMarina Svenssons profile in Lund University research portalOther affiliations Profile area member LU Profile Area: Human rights Publication

https://www.humanrights.lu.se/marina-svensson - 2026-04-16

Jinyan Zeng

Affiliated researcher Contact details Email: jinyan [dot] zeng [at] ace [dot] lu [dot] seOrganisation Centre for East and South-East Asian Studies, Lund University Room number: 020A Service point: 61 WebpageJinyan Zengs profile in Lund University research portalI am currently a Substitute Senior Lecturer and a former Post-Doctoral Fellow at the Centre for East and South-East Asian Studies, Lund Un

https://www.ace.lu.se/jinyan-zeng - 2026-04-16