Article history: Received 29 February 2012 Received in revised form 31 July 2013 Accepted 5 August 2013 Available online 20 August 2013 This paper examines the comovement between the Chinese and US stock markets over the period between January 4, 2000 and January 13, 2012. We show that there is no cointegration relationship between the two markets, even when allowing for structural change. Thei...
