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Article: In Depth Analysis of the Dually Listed Companies in Hong Kong and China Stock Markets Prior and Posterior to the Global Financial Turmoil

TitleIn Depth Analysis of the Dually Listed Companies in Hong Kong and China Stock Markets Prior and Posterior to the Global Financial Turmoil
Authors
Issue Date2013
PublisherCanadian Center of Science and Education. The Journal's web site is located at http://www.ccsenet.org/ijef/
Citation
International Journal of Economics and Finance, 2013, v. 5 no. 10, p. 100-110 How to Cite?
AbstractGiven the close economic and political activities in Hong Kong and China, we expect the share prices of the companies co-listed in the two financial markets to go in tandem. In this paper, we re-visit the study of co-integration of companies listed in Hong Kong (H-shares) and in the Shanghai Stock Exchanges (A-shares), employing the Vector Error Correction Models (VECM) and Johansen Trace Test prior and posterior to the global financial crisis. Our results showed consistent and significant co-integration along these A- and H shares co-listed in these markets.
Persistent Identifierhttp://hdl.handle.net/10722/203418

 

DC FieldValueLanguage
dc.contributor.authorChoi, OTKen_US
dc.date.accessioned2014-09-19T15:10:24Z-
dc.date.available2014-09-19T15:10:24Z-
dc.date.issued2013en_US
dc.identifier.citationInternational Journal of Economics and Finance, 2013, v. 5 no. 10, p. 100-110en_US
dc.identifier.urihttp://hdl.handle.net/10722/203418-
dc.description.abstractGiven the close economic and political activities in Hong Kong and China, we expect the share prices of the companies co-listed in the two financial markets to go in tandem. In this paper, we re-visit the study of co-integration of companies listed in Hong Kong (H-shares) and in the Shanghai Stock Exchanges (A-shares), employing the Vector Error Correction Models (VECM) and Johansen Trace Test prior and posterior to the global financial crisis. Our results showed consistent and significant co-integration along these A- and H shares co-listed in these markets.en_US
dc.languageengen_US
dc.publisherCanadian Center of Science and Education. The Journal's web site is located at http://www.ccsenet.org/ijef/en_US
dc.relation.ispartofInternational Journal of Economics and Financeen_US
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.titleIn Depth Analysis of the Dually Listed Companies in Hong Kong and China Stock Markets Prior and Posterior to the Global Financial Turmoilen_US
dc.typeArticleen_US
dc.identifier.emailChoi, OTK: ochoi@hkucc.hku.hken_US
dc.description.naturepublished_or_final_version-
dc.identifier.hkuros236237en_US
dc.identifier.volume5en_US
dc.publisher.placeCanadaen_US

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