Data for: Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions
Published: 18 August 2019| Version 1 | DOI: 10.17632/br4r55dkc3.1
Contributors:
Xiaoqian Zhu, Jianping Li, Jingyu Li, Yanzhen YaoDescription
This dataset includes the stock prices of 45 Chinese financial institutions and the Fama and French (1993)'s three factors in Chinese stock market. The stock prices of 45 institutions are obtained from the Wind dataset, while the three factors are gained from the CSMAR dataset. The time span of these data is from December 31st, 2004, to November 30, 2016.
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Categories
Financial Institution, Financial Risk Management, Financial Contagion, Stock Price