Panel cointegration of Chinese A and B shares-Reference-Cited by-同舟云学术

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Panel cointegration of Chinese A and B shares

Published:2009-10-26 Issue:23 Volume:19 Page:1859-1871
ISSN:0960-3107
Container-title:Applied Financial Economics
language:en
Short-container-title:Applied Financial Economics

Author:

Ahlgren Niklas¹,Sjö Bo²,Zhang Jianhua³

Affiliation:

1. a Department of Finance and Statistics , Hanken School of Economics , PO Box 479 (Arkadiagatan 22), 00101 Helsingfors , Finland

2. b Swedish Agency for Development Evaluation , PO Box 1902, 651 19 Karlstad , Sweden

3. c Centre for Finance, University of Gothenburg , PO Box 640 (Vasagatan 1), 405 30 Gothenburg , Sweden

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/09603100903122182

Reference26 articles.

1. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

2. Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares

3. China financial research: A review and synthesis

4. Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount

5. Testing for market segmentation in the A and B share markets of China

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1. Segmentation of the Chinese stock market: A review;Journal of Economic Surveys;2023-07-11

2. Classifying Chinese bull and bear markets: indices and individual stocks;Studies in Economics and Finance;2016-10-03

3. Examining the Relationship Between the Balance Sheet Accounts of US Biotechnology, Telecommunications and Transportation Sectors;Procedia Economics and Finance;2016

4. The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares;Journal of Banking & Finance;2011-08

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