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Market segmentation and price differentials between A shares and H shares in the Chinese stock markets

โœ Scribed by Yuming Li; Daying Yan; Joe Greco


Book ID
113810554
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
234 KB
Volume
16
Category
Article
ISSN
1042-444X

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Cross-correlations between Chinese A-sha
โœ Yudong Wang; Yu Wei; Chongfeng Wu ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 490 KB

In this paper, we investigate the cross-correlations between Chinese A-share and B-share markets. Qualitatively, we find that the return series of Chinese A-share and B-share markets were overall significantly cross-correlated based on the analysis of a statistic. Quantitatively, employing the detre