id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fbem-14610	Luo, Wen; Cao, Xianghan	COVID-19 Pandemic and Stock Market Contagion Between the Chinese Mainland and Hong Kong	2023	11	.pdf	application/pdf	7218	357	56	Variables and hypothesis Based on previous studies by scholars, within the context of the development of economic globalization, the mainland and Hong Kong stock markets have close relationships, and capital flows frequently. In theoretical studies on stock market contagion, Wang Tao and Dong Meisheng (2018) employed the GJR-GARCH- DCC model, Zhao Shanshan and Yin Guangwei (2020) utilized ADF, Johansen, and Granger tests, while Jin Jiaqi (2019) applied various methods, including Granger tests and GARCH models, to investigate the changes in interconnectivity between the Shanghai, Shenzhen, and Hong Kong stock markets.	cache/fbem-14610.pdf	txt/fbem-14610.txt