The Cross-Correlations between Foreign Flows in Chinese A-Share Markets and Uncertainties in Home Markets

<div>The holding share of foreign investors in A-share market from 29 June 2016 to 29 June 2021. The SCP refers to the foreign flows via the Stock Connect Program; QFII and RQFII refer to the Qualified Foreign Institutional Investors and RMB Qualified Foreign Institutional Investors, respectively.</div>

Discrete Dynamics in Nature and Society

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Figure 1

Figure 1: The Cross-Correlations between Foreign Flows in Chinese A-Share Markets and Uncertainties in Home Markets 