Nothing Special   »   [go: up one dir, main page]

create a website
Quantifying the impact of the November 2014 Shanghai-Hong Kong Stock Connect. (2018). Siklos, Pierre.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:57:y:2018:i:c:p:156-163.

Full description at Econpapers || Download paper

Cited: 27

Citations received by this document

Cites: 32

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. International capital flow in a period of high inflation: The case of China. (2024). Moussa, Faten ; Liu, Zhenya ; Mu, Yuhao.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923001964.

    Full description at Econpapers || Download paper

  2. Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs. (2024). Chen, Wei ; Li, Jingyu ; Yao, Yinhong.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:1217-1233.

    Full description at Econpapers || Download paper

  3. Stock market liberalization and corporate investment revisited: Evidence from China. (2024). Pang, Jiaren ; Liu, Chun ; Ni, Xiaoran.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:158:y:2024:i:c:s037842662300239x.

    Full description at Econpapers || Download paper

  4. Green-selecting: Foreign institutional ownership and corporate green practices. (2024). Wang, Jingni ; Li, Dongxu ; Hu, Xiaoxue.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002873.

    Full description at Econpapers || Download paper

  5. Segmentation of the Chinese stock market: A review. (2024). Yang, Yahui ; Xiong, Kainan ; Peng, Zhe.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:38:y:2024:i:4:p:1156-1198.

    Full description at Econpapers || Download paper

  6. Inclusions and Exclusions of Stocks in Cross-Border Investments: The Case of Stock Connect. (2023). Tsang, Kwok Ping ; Wong, Kin Ming.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-022-09395-3.

    Full description at Econpapers || Download paper

  7. What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577.

    Full description at Econpapers || Download paper

  8. Who benefits more? Shanghai-Hong Kong stock Connect—“Through Train”. (2023). Ohk, Ki Yool ; Wu, Ming.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:84:y:2023:i:c:p:409-427.

    Full description at Econpapers || Download paper

  9. Does the liberalization of stock market optimize firms debt? Evidence from a policy experiment in China. (2023). Yi, Yunxin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007675.

    Full description at Econpapers || Download paper

  10. Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546.

    Full description at Econpapers || Download paper

  11. Capital market liberalisation and voluntary corporate social responsibility disclosure: Evidence from a quasi?natural experiment in China. (2023). Yao, Daifei ; Pan, Yukun ; Liao, Lin.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:63:y:2023:i:2:p:2677-2715.

    Full description at Econpapers || Download paper

  12. Does stock market liberalization reduce stock price synchronicity? —Evidence from the Shanghai-Hong Kong Stock Connect. (2022). Wang, Huaixin ; Chen, Jing ; Liu, Xiangqiang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:77:y:2022:i:c:p:25-38.

    Full description at Econpapers || Download paper

  13. Corporate social responsibility in market liberalization: Evidence from Shanghai-Hong Kong Stock Connect. (2022). Luo, Deming ; Wang, Beibei ; Yang, Liuyong.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000130.

    Full description at Econpapers || Download paper

  14. Capital market liberalization and auditors accounting adjustments: Evidence from a quasi?experiment. (2022). Zhang, Min ; Wang, Cyndia ; Hope, Olekristian ; Deng, Yingwen.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:215-248.

    Full description at Econpapers || Download paper

  15. Premiums between Cross?listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness. (2022). Liu, Xue ; Xu, Ruihui ; Zhang, Xuechun.
    In: China & World Economy.
    RePEc:bla:chinae:v:30:y:2022:i:3:p:75-99.

    Full description at Econpapers || Download paper

  16. Stock market liberalization and institutional herding: Evidence from the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connects. (2021). Cai, Wenwu ; Xiang, Cheng ; Zhao, Yuyang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001505.

    Full description at Econpapers || Download paper

  17. A new unique information share measure with applications on cross-listed Chinese banks. (2021). Shi, Yanlin ; Li, Hong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000996.

    Full description at Econpapers || Download paper

  18. From Shanghai to Sydney: Chinese stock market influences on Australia. (2021). Burdekin, Richard ; Tao, Ran.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319301151.

    Full description at Econpapers || Download paper

  19. The dark side of stock market liberalization: Perspectives from corporate R&D activities in China. (2021). Zhou, Jia'Nan ; Jia, Qiaoyu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001182.

    Full description at Econpapers || Download paper

  20. The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach. (2020). Xiao, Yang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:65:y:2020:i:c:p:173-186.

    Full description at Econpapers || Download paper

  21. Shanghai-Hong Kong Stock Exchange Connect Program: A story of two markets and different groups of stocks. (2020). Wang, Weishen.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300190.

    Full description at Econpapers || Download paper

  22. Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China’s capital account liberalization. (2020). He, Jianmin ; Li, Shouwei ; Wei, YU ; Yang, Kun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302384.

    Full description at Econpapers || Download paper

  23. STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM. (2020). Zhang, Xuekui ; Xing, LI ; Pan, Deng ; Zheng, Xinwei ; Xu, KE.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:43:y:2020:i:2:p:373-406.

    Full description at Econpapers || Download paper

  24. Stock Market Volatility and Trading Volume: A Special Case in Hong Kong With Stock Connect Turnover. (2018). Ka, Alfred ; Hin, Andy Cheuk ; Fan, Brian Sing.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:76-:d:179490.

    Full description at Econpapers || Download paper

  25. Financial liberalization and cross-border market integration: Evidence from Chinas stock market. (2018). Yao, Shujie ; Ou, Jinghua ; Chen, Shou.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:220-245.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Arquette, Gregory C. ; Brown, William O. ; Burdekin, Richard C.K. US ADR and Hong Kong H-Share discounts of Shanghai-listed firms. 2008 Journal of Banking & Finance. 32 1916-1927

  2. Azzalini, Adelchi ; Capitanio, Antonella The skew-normal and related families. 2014 Cambridge University Press: Cambridge
    Paper not yet in RePEc: Add citation now
  3. Bai, Ye ; Chow, Darien Yan Pang Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets. 2017 Journal of International Financial Markets, Institutions and Money. 50 182-203

  4. Baker, Malcolm ; Stein, Jeremy C. Market liquidity as a sentiment indicator. 2004 Journal of Financial Markets. 7 271-299

  5. Baker, Malcolm ; Wurgler, Jeffrey Investor sentiment and the cross-section of stock returns. 2006 The Journal of Finance. 61 1645-1680

  6. Baker, Malcolm ; Wurgler, Jeffrey Investor sentiment in the stock market. 2007 The Journal of Economic Perspectives. 21 129-152

  7. Burdekin, Richard C.K. ; Redfern, Luke Sentiment effects on Chinese share prices and savings deposits: The Post-2003 experience. 2009 China Economic Review. 20 246-261

  8. Burdekin, Richard C.K. ; Tao, Ran An empirical examination of factors driving the offshore renminbi market. 2017 China Economic Journal. 10 287-304
    Paper not yet in RePEc: Add citation now
  9. Burdekin, Richard C.K. ; Yang, Yang Cross-market trading in China's large state-owned commercial banks, 2006-2011. 2013 Contemporary Economic Policy. 31 366-377

  10. Campbell, John Y. ; Hilscher, Jens ; Szilagyi, Jan In search of distress risk. 2008 The Journal of Finance. 63 2899-2939

  11. Chan, Marc K. ; Kwok, Simon S. Capital account liberalization and dynamic price discovery: Evidence from Chinese cross-listed stocks. 2016 Applied Economics. 48 517-535

  12. Chang, Eric C. ; Cheng, Joseph W. ; Khorana, Ajay An examination of herd behavior in equity markets: An international perspective. 2000 Journal of Banking and Finance. 24 1651-1679

  13. Dempster, A.P. ; Laird, N.M. ; Rubin, D.B. Maximum likelihood from incomplete data via the EM algorithm. 1977 Journal of the Royal Statistical Society. Series B (Methodological). 39 1-38
    Paper not yet in RePEc: Add citation now
  14. Diebold, Francis X. ; Lee, Joon-Haeng ; Weinbach, Gretchen C. Regime switching with time-varying transition probabilities. 1994 En : Hargreaves, Colin P. Nonstationary time series analysis and cointegration. Oxford University Press: Oxford
    Paper not yet in RePEc: Add citation now
  15. Girardin, Eric ; Liu, Zhenya The financial integration of China: New evidence on temporally aggregated data for the A-share market. 2007 China Economic Review. 18 354-371

  16. Hamilton, James D. Analysis of time series subject to changes in regime. 1990 Journal of Econometrics. 45 39-70

  17. Hamilton, James D. Rational-expectations econometric analysis of changes in regime: An investigation of the term structure of interest rates. 1988 Journal of Economic Dynamics and Control. 12 385-423

  18. Herrero, Alicia Garcia China-Hong Kong Bond Connect: A second attempt to attract capital inflows. 2017 China Hot Topics. -
    Paper not yet in RePEc: Add citation now
  19. Hong Kong Exchanges and Clearing Limited, Stock Connect newsletter, No. 45. 2016 :
    Paper not yet in RePEc: Add citation now
  20. Huang, Han-Ching ; Lin, Jyuan-Huei The impact of Shanghai-Hong Kong Stock Connect policy on price difference and announcement effects. 2016 Global Journal of Business Research. 10 1-7

  21. Hunter, Gregor Stuart Stock Connect sees more inflows into Hong Kong than Shanghai. 2016 Wall Street Journal. -
    Paper not yet in RePEc: Add citation now
  22. Huo, Rui ; Ahmed, Abdullah D. Return and volatility spillover effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. 2017 Economic Modelling. 61 260-272

  23. Jiang, Na ; Sohn, Sungbin Stock market liberalization and price discovery: Evidence from the Shanghai-Hong Kong Stock Connect. 2016 HSBC Business School, Peking University: Shenzhen
    Paper not yet in RePEc: Add citation now
  24. Morana, Claudio ; Beltratti, Andrea The effects of the introduction of the Euro on the volatility of European stock markets. 2002 Journal of Banking & Finance. 26 2047-2064

  25. Newey, Whitney K. ; West, Kenneth D. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. 1987 Econometrica. 55 703-708

  26. Newey, Whitney K. ; West, Kenneth D. Automatic lag selection in covariance matrix estimation. 1994 The Review of Economic Studies. 61 631-653

  27. Shanghai-Hong Kong Link Anniversary (2015), www.nbd.com.cn, November 17 [http://finance.sina.com.cn/stock/hkstock/hkstocknews/2015-11-17/detail-ifxksqis4896115.shtml] (in Chinese).
    Paper not yet in RePEc: Add citation now
  28. Shanghai-Hong Kong Link Expert Interview (2015), people.cn, November 17 [http://finance.people.com.cn/n/2015/1117/c1004-27825838.html] (in Chinese).
    Paper not yet in RePEc: Add citation now
  29. Wang, Yang-Chao ; Tsai, Jui-Jung The influence of Shanghai-Hong Kong Stock Connect on the mainland China and Hong Kong stock markets. 2016 International Journal of Business and Finance Research. 10 1-10

  30. Wildau, Gabriel Weak demand for Shenzhen Stock Connect as shares retreat. 2017 Financial Times:
    Paper not yet in RePEc: Add citation now
  31. Yiu, Enoch Shanghai-Hong Kong Stock Connect disappoints in 2015. 2016 South China Morning Post:
    Paper not yet in RePEc: Add citation now
  32. Zhang, Qiang ; Jaffry, Shabbar High frequency volatility spillover effect based on the Shanghai-Hong Kong Stock Connect program. 2015 Investment Management and Financial Innovations. 12 8-15
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Mood Beta, Sentiment and Stock Returns in China. (2022). Li, Yuan.
    In: SAGE Open.
    RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221079873.

    Full description at Econpapers || Download paper

  2. Price leadership and asynchronous movements of multi-market listed stocks. (2022). Yuan, Yuan ; Tao, Ran ; Dzhambova, Krastina.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002866.

    Full description at Econpapers || Download paper

  3. Investor Sentiment, Idiosyncratic Risk, and Stock Price Premium: Evidence From Chinese Cross-Listed Companies. (2021). Zhang, YU ; Li, Yuan.
    In: SAGE Open.
    RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211024621.

    Full description at Econpapers || Download paper

  4. The impact of US monetary policy on managed exchange rates and currency peg regimes. (2021). Roevekamp, Ingmar .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302229.

    Full description at Econpapers || Download paper

  5. Short selling patterns in cross-listed stocks. (2021). Zurbruegg, Ralf ; Peranginangin, Yessy ; Mihaylov, George ; Li, Shan.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300545.

    Full description at Econpapers || Download paper

  6. Is Financial Globalization in Reverse After the 2008 Global Financial Crisis? Evidence from Corporate Valuations. (2020). Stulz, René ; Karolyi, G. ; Doidge, Craig.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27022.

    Full description at Econpapers || Download paper

  7. International investors and the multifractality property: Evidence from accessible and inaccessible market. (2020). Hui, Xiaofeng ; Xu, Nan ; Li, Songsong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305367.

    Full description at Econpapers || Download paper

  8. Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China. (2020). Ran, Jimmy ; Li, Yuan.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x2030044x.

    Full description at Econpapers || Download paper

  9. Shanghai-Hong Kong Stock Exchange Connect Program: A story of two markets and different groups of stocks. (2020). Wang, Weishen.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300190.

    Full description at Econpapers || Download paper

  10. Domestic versus foreign listing: Does a CEOs educational experience matter?. (2020). Bai, Xiaoou ; Xia, Wei.
    In: Journal of Business Venturing.
    RePEc:eee:jbvent:v:35:y:2020:i:1:s0883902618300910.

    Full description at Econpapers || Download paper

  11. Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect. (2018). Siklos, Pierre ; Burdekin, Richard ; Richard, Pierre Siklos.
    In: LCERPA Working Papers.
    RePEc:wlu:lcerpa:0110.

    Full description at Econpapers || Download paper

  12. The Impact of Internationalization on Home Country Charitable Donation: Evidence from Chinese Firms. (2018). Cui, Victor ; Luo, Jin-Hui ; Liu, Heng.
    In: Management International Review.
    RePEc:spr:manint:v:58:y:2018:i:2:d:10.1007_s11575-018-0343-5.

    Full description at Econpapers || Download paper

  13. Quantifying the impact of the November 2014 Shanghai-Hong Kong Stock Connect. (2018). Siklos, Pierre.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:57:y:2018:i:c:p:156-163.

    Full description at Econpapers || Download paper

  14. The relative pricing of cross-listed securities: The case of Chinese A- and H-share. (2018). Zheng, Yao ; Osmer, Eric.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:67:y:2018:i:c:p:297-310.

    Full description at Econpapers || Download paper

  15. A market-based measure for currency risk in managed exchange rate regimes. (2018). Eichler, Stefan ; Roevekamp, Ingmar .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:57:y:2018:i:c:p:141-159.

    Full description at Econpapers || Download paper

  16. Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

    Full description at Econpapers || Download paper

  17. Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt. (2017). Lu, Jing ; Wu, Qinqin ; Hao, Ying.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:1-14.

    Full description at Econpapers || Download paper

  18. Investor sentiment and country exchange traded funds: Does economic freedom matter?. (2017). Lee, Chien-Chiang ; Hsu, Yi-Chung ; Chen, Mei-Ping.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:285-299.

    Full description at Econpapers || Download paper

  19. A market-based indicator of currency risk: Evidence from American Depositary Receipts. (2016). Eichler, Stefan ; Rovekamp, Ingmar .
    In: Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145791.

    Full description at Econpapers || Download paper

  20. A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts. (2016). Eichler, Stefan ; Roevekamp, Ingmar .
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:iwh-4-16.

    Full description at Econpapers || Download paper

  21. A market-based indicator of currency risk: Evidence from American Depositary Receipts. (2016). Eichler, Stefan ; Roevekamp, Ingmar .
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-572.

    Full description at Econpapers || Download paper

  22. The dark side of cross-listing: A new perspective from China. (2015). Busaba, Walid Y. ; Yu, Tong ; Sun, Zhenzhen ; Guo, Lin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:57:y:2015:i:c:p:1-16.

    Full description at Econpapers || Download paper

  23. Industry co-movements of American depository receipts: Evidences from the copula approaches. (2015). Lee, Chien-Chiang ; Chang, Chi-Hung ; Chen, Mei-Ping.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:46:y:2015:i:c:p:301-314.

    Full description at Econpapers || Download paper

  24. A theoretical analysis on H-share discount. (2015). Zhang, Ran.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:46:y:2015:i:c:p:262-268.

    Full description at Econpapers || Download paper

  25. Assessing the impact of the Chinese stimulus package at home and abroad: A damp squib?. (2015). Burdekin, Richard ; Burdekin,Richard C. K., ; Weidenmier, Marc D. ; Burdekin, Richard C. K., .
    In: China Economic Review.
    RePEc:eee:chieco:v:33:y:2015:i:c:p:137-162.

    Full description at Econpapers || Download paper

  26. Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks. (2014). Kwok, Simon Sai Man ; Chan, Marc.
    In: Working Paper Series.
    RePEc:uts:ecowps:24.

    Full description at Econpapers || Download paper

  27. Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks. (2014). Kwok, Simon Sai Man ; Chan, Marc ; Mark K. Chan; Simon Kwok, .
    In: Working Papers.
    RePEc:syd:wpaper:2014-08.

    Full description at Econpapers || Download paper

  28. Underpricing of homecoming A-share IPOs by Chinese firms already listed abroad. (2014). Wu, Congsheng .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:43:y:2014:i:3:p:627-649.

    Full description at Econpapers || Download paper

  29. Do ADR investors herd?: Evidence from advanced and emerging markets. (2014). Kutan, Ali ; Demirer, Riza ; Zhang, Huacheng .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:30:y:2014:i:c:p:138-148.

    Full description at Econpapers || Download paper

  30. Subscribing to transparency. (2014). Nielsson, Ulf ; HE, Yinghua ; Guo, Hong ; Yang, Jiong .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:44:y:2014:i:c:p:189-206.

    Full description at Econpapers || Download paper

  31. Subscribing to Transparency. (2013). Nielsson, Ulf ; HE, Yinghua ; Yang, Jiong ; Guo, Hong.
    In: TSE Working Papers.
    RePEc:tse:wpaper:26441.

    Full description at Econpapers || Download paper

  32. Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares. (2013). Li, Ka Fai ; Hui, Cho-Hoi ; Chung, Tsz-Kin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:3:p:1073-1083.

    Full description at Econpapers || Download paper

  33. Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price. (2013). Chang, Eric C. ; Luo, Yan ; Ren, Jinjuan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4449-4464.

    Full description at Econpapers || Download paper

  34. Development trajectories: Hong Kong vs. Shanghai. (2013). Horesh, Niv.
    In: Asian-Pacific Economic Literature.
    RePEc:bla:apacel:v:27:y:2013:i:1:p:27-39.

    Full description at Econpapers || Download paper

  35. Return spread and liquidity: Evidence from Hong Kong ADRs. (2012). Wang, Chaoyan ; Dey, Malay K..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:26:y:2012:i:2:p:164-180.

    Full description at Econpapers || Download paper

  36. Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010. (2012). Siklos, Pierre ; Burdekin, Richard ; Burdekin,Richard C. K., ; Burdekin, Richard C. K., .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:20:y:2012:i:3:p:521-541.

    Full description at Econpapers || Download paper

  37. Day and night returns of Chinese ADRs. (2012). He, Hui ; Yang, Jiawen .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:10:p:2795-2803.

    Full description at Econpapers || Download paper

  38. Common influences, spillover and integration in Chinese stock markets. (2012). Weber, Enzo ; Zhang, Yanqun.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:382-394.

    Full description at Econpapers || Download paper

  39. Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010. (2011). Siklos, Pierre ; Burdekin, Richard ; Richard C. K. Burdekin, .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2011-35.

    Full description at Econpapers || Download paper

  40. The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares. (2011). Cai, Charlie X. ; Zhang, QI ; McGuinness, Paul B..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:8:p:2123-2136.

    Full description at Econpapers || Download paper

  41. Exchange rate expectations and the pricing of Chinese cross-listed stocks. (2011). Eichler, Stefan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:2:p:443-455.

    Full description at Econpapers || Download paper

  42. Regime-switching analysis of ADR home market pass-through. (2011). Yang, Jiawen ; He, Hui.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:1:p:204-214.

    Full description at Econpapers || Download paper

  43. Lost in translation: Delayed ex-dividend price adjustments of Hong Kong ADRs. (2010). Meisami, Alex ; Shi, Yilun ; Kadapakkam, Palani-Rajan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:3:p:647-655.

    Full description at Econpapers || Download paper

  44. Does cross-listing facilitate changes in corporate ownership and control?. (2010). Ayyagari, Meghana ; Doidge, Craig.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:1:p:208-223.

    Full description at Econpapers || Download paper

  45. Currency crisis prediction using ADR market data: An options-based approach. (2010). Eichler, Stefan ; Maltritz, Dominik .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:26:y::i:4:p:858-884.

    Full description at Econpapers || Download paper

  46. An overview of Asian equity markets. (2010). Nieh, Chien-Chung ; Hsieh, Joyce.
    In: Asian-Pacific Economic Literature.
    RePEc:bla:apacel:v:24:y:2010:i:2:p:19-51.

    Full description at Econpapers || Download paper

  47. Crises, contagion and cross-listings. (2009). Yezegel, Ari ; Chandar, Nandini ; Patro, Dilip K..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:9:p:1709-1729.

    Full description at Econpapers || Download paper

  48. The ADR shadow exchange rate as an early warning indicator for currency crises. (2009). Eichler, Stefan ; Karmann, Alexander ; Maltritz, Dominik .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:1983-1995.

    Full description at Econpapers || Download paper

  49. Sentiment effects on Chinese share prices and savings deposits: The post-2003 experience. (2009). Burdekin, Richard ; Burdekin,Richard C. K., ; Redfern, Luke ; Burdekin, Richard C. K., .
    In: China Economic Review.
    RePEc:eee:chieco:v:20:y:2009:i:2:p:246-261.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-26 17:12:28 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.