The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach

By Huiming Zhu, Yawei Guo, Wanhai You, Yaqin Xu. 2016

226 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/08fd9b19b7fcc96a520f697a7b8e5309e942b86b

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In Economics and Econometrics

1. Yawei Guo
2. Huiming Zhu
3. Wanhai You
4. Yong Tang
5. Boqiang Lin

Citations in the corpus

• Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression (2017, background): “In contrast, Sadorsky (2001), El-Sharif et al. (2005), Gogineni (2007), Yurtsever and Zahor (2007), Chen and Lv (2015), and Zhu et al. (2016) indicate that there exists a positive connection between oil price shocks and stock returns.”