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https://doi.org/10.1111/1540-6229.00571

has been cited by the following article:

• TITLE: Impact of Short-Term International Capital Flows on Interactivity of Stock Market and Real Estate Market in Chinese First-Tier Cities: A Viewpoint of “Co-Selling Effect”

  AUTHORS: Yiming Zhang

  KEYWORDS: Co-Selling Effect, Short-Term International Capital Flows, Interactivity of Markets

  JOURNAL NAME: Journal of Financial Risk Management, Vol.7 No.1, March 6, 2018

  ABSTRACT: This paper offers a new prospect of interactivity of stock market and real estate market, it is found that not only the fundamental factors have impact on this, but the non-fundamental factors like short-term international capital flows play an important role in it. This paper tests the impact from short-term international capital flows on interactivity of stock market and real estate market by using dummy variables describing market conditions based on the “Co-Selling Effect” theory, the results show that the “Co-Selling Effect” does exist when market condition is bad, but this phenomenon could not be observed when market condition is good. This point is consistent with the classic theory.