The Impact of Stock Market Performance on Foreign Portfolio Investment in China

Volume: 7 Number: 2 June 1, 2017
  • Muhammad Afaq Haider
  • Muhammad Asif Khan
  • Shamila Saddique
  • Shujahat Haider Hashmi
International Journal of Economics and Financial Issues Cover
International Journal of Economics and Financial Issues
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The Impact of Stock Market Performance on Foreign Portfolio Investment in China

Abstract

The research is aimed at investigating the impact of stock market performance and inflation on foreign portfolio investment (FPI) in China. For this purpose, time series quarterly data from 2007Q1 to 2015Q4 is used. On the basis of stationarity results, ARDL model is used to examine the impact of the stock market prices and inflation on FPI. The results show that there is significant positive impact of stock market performance on the FPI, whereas inflation is found to be negatively associated with the FPI. The study also reveals that some historical events like Asian financial crisis of 2008, and the Shanghai Composite Stock Index crash of 2015, significantly affected the foreign portfolio investment in China. The investors should consider these two factors while investing in foreign financial markets.

Keywords

Details

Primary Language

English

Subjects

-

Journal Section

-

Authors

Muhammad Afaq Haider This is me

Muhammad Asif Khan This is me

Shamila Saddique This is me

Shujahat Haider Hashmi This is me

Publication Date

June 1, 2017

Submission Date

June 1, 2017

Acceptance Date

-

Published in Issue

Year 2017 Volume: 7 Number: 2

IZ

https://izlik.org/JA83LM86EX

Cite

RIS / Bibtex
APA
Haider, M. A., Khan, M. A., Saddique, S., & Hashmi, S. H. (2017). The Impact of Stock Market Performance on Foreign Portfolio Investment in China. International Journal of Economics and Financial Issues, 7(2), 460-468. https://izlik.org/JA83LM86EX
AMA
1.Haider MA, Khan MA, Saddique S, Hashmi SH. The Impact of Stock Market Performance on Foreign Portfolio Investment in China. IJEFI. 2017;7(2):460-468. https://izlik.org/JA83LM86EX
Chicago
Haider, Muhammad Afaq, Muhammad Asif Khan, Shamila Saddique, and Shujahat Haider Hashmi. 2017. “The Impact of Stock Market Performance on Foreign Portfolio Investment in China”. International Journal of Economics and Financial Issues 7 (2): 460-68. https://izlik.org/JA83LM86EX.
EndNote
Haider MA, Khan MA, Saddique S, Hashmi SH (June 1, 2017) The Impact of Stock Market Performance on Foreign Portfolio Investment in China. International Journal of Economics and Financial Issues 7 2 460–468.
IEEE
[1]M. A. Haider, M. A. Khan, S. Saddique, and S. H. Hashmi, “The Impact of Stock Market Performance on Foreign Portfolio Investment in China”, IJEFI, vol. 7, no. 2, pp. 460–468, June 2017, [Online]. Available: https://izlik.org/JA83LM86EX
ISNAD
Haider, Muhammad Afaq - Khan, Muhammad Asif - Saddique, Shamila - Hashmi, Shujahat Haider. “The Impact of Stock Market Performance on Foreign Portfolio Investment in China”. International Journal of Economics and Financial Issues 7/2 (June 1, 2017): 460-468. https://izlik.org/JA83LM86EX.
JAMA
1.Haider MA, Khan MA, Saddique S, Hashmi SH. The Impact of Stock Market Performance on Foreign Portfolio Investment in China. IJEFI. 2017;7:460–468.
MLA
Haider, Muhammad Afaq, et al. “The Impact of Stock Market Performance on Foreign Portfolio Investment in China”. International Journal of Economics and Financial Issues, vol. 7, no. 2, June 2017, pp. 460-8, https://izlik.org/JA83LM86EX.
Vancouver
1.Muhammad Afaq Haider, Muhammad Asif Khan, Shamila Saddique, Shujahat Haider Hashmi. The Impact of Stock Market Performance on Foreign Portfolio Investment in China. IJEFI [Internet]. 2017 Jun. 1;7(2):460-8. Available from: https://izlik.org/JA83LM86EX