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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
| Title | In Depth Analysis of the Dually Listed Companies in Hong Kong and China Stock Markets Prior and Posterior to the Global Financial Turmoil |
|---|---|
| Authors | |
| Issue Date | 2013 |
| Publisher | Canadian 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? |
| Abstract | Given 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 Identifier | http://hdl.handle.net/10722/203418 |
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Choi, OTK | en_US |
| dc.date.accessioned | 2014-09-19T15:10:24Z | - |
| dc.date.available | 2014-09-19T15:10:24Z | - |
| dc.date.issued | 2013 | en_US |
| dc.identifier.citation | International Journal of Economics and Finance, 2013, v. 5 no. 10, p. 100-110 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10722/203418 | - |
| dc.description.abstract | Given 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.language | eng | en_US |
| dc.publisher | Canadian Center of Science and Education. The Journal's web site is located at http://www.ccsenet.org/ijef/ | en_US |
| dc.relation.ispartof | International Journal of Economics and Finance | en_US |
| dc.title | In Depth Analysis of the Dually Listed Companies in Hong Kong and China Stock Markets Prior and Posterior to the Global Financial Turmoil | en_US |
| dc.type | Article | en_US |
| dc.identifier.email | Choi, OTK: ochoi@hkucc.hku.hk | en_US |
| dc.description.nature | published_or_final_version | - |
| dc.identifier.hkuros | 236237 | en_US |
| dc.identifier.volume | 5 | en_US |
| dc.publisher.place | Canada | en_US |