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Hong Kong unrest and implications for the Hang Seng index

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dc.contributor.author Morales, Lucía
dc.contributor.author Andreosso-O'Callaghan, Bernadette
dc.date.accessioned 2019-02-01T15:37:17Z
dc.date.issued 2018
dc.identifier.uri http://hdl.handle.net/10344/7539
dc.description peer-reviewed en_US
dc.description.abstract With the September 2014 ‘Umbrella Revolution’ in Hong Kong, China faced one of the biggest political challenges since the Tiananmen Square events. Beijing’s proposed electoral reform was perceived as a direct attack to democracy, and the ensuing protest triggered concerns amid local and international investors; the financial sector took the hardest hit, with stocks of companies exposed to the Hong Kong market facing significant losses. Volatility continued to increase to a seven-month high over worries that the student blockade in Hong Kong’s streets could drag on for longer than expected. The econometric-based analysis in this paper looks at the implications of the protest and its spillover effect on the Hang Seng Index with a focus on sectoral performance. The ultimate objective is to gain a better understanding of the impact of the protests on different stocks and sectors with the goal of identifying market vulnerability and potential volatility patterns. en_US
dc.language.iso eng en_US
dc.publisher Taylor and Francis en_US
dc.relation.ispartofseries Journal of the Asia Pacific Economy; 24 (1), pp. 82-96
dc.relation.uri https://doi.org/10.1080/13547860.2018.1503766
dc.rights This is an Author's Manuscript of an article whose final and definitive form, the Version of Record, has been published in the Journal of the Asia Pacific Economy 2018 copyright Taylor & Francis, available online at: https://doi.org/10.1080/13547860.2018.1503766 en_US
dc.subject Hong Kong political unrest en_US
dc.subject Hang Seng index en_US
dc.subject volatility en_US
dc.subject spillover Effects en_US
dc.title Hong Kong unrest and implications for the Hang Seng index en_US
dc.type info:eu-repo/semantics/article en_US
dc.type.supercollection all_ul_research en_US
dc.type.supercollection ul_published_reviewed en_US
dc.identifier.doi 10.1080/13547860.2018.1503766
dc.date.embargoEndDate 2020-03-11
dc.embargo.terms 2020-03-11 en_US
dc.rights.accessrights info:eu-repo/semantics/openAccess en_US


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