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Shanghai University of Finance and Economics-School of Finance
Government Officials, Insider Trading, Housing Market, Housing Purchase Restriction Policy, China
Co-movement, systematic risk, wavelets, local stock market, global stock markets, securitized real estate markets
Financial Markets, Public Real Estate, Volatility Connectedness, Granger Causality Test, Market Integration Generalized Impulse Response Functions
real estate local betas, real estate global betas, wavelets, continuous wavelet transform, local stock market, global stock market
Extrapolation, House Price Overreaction, Jurisdiction Merger, Housing Market, China
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real estate securities markets, correlation dependence, correlation regime, real estate factors
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