Replication Folder for "Sectoral Bubbles and Contagion Dynamics in China’s Stock Market"

Mendeley Data 2026 Dataset Open access

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Authors: Hao Feng
DOI: 10.17632/wv77vss33h
Cited by: 0

Abstract

This dataset and code serve as the empirical data for all tables and figures including in "Sectoral Bubbles and Contagion Dynamics in China’s Stock Market". The readers can read the file of "readme" before running all codes.

Publication details

Journal / source
Mendeley Data
Publication date
29 May 2026
Document type
Dataset