Analysis of price differences between A and H shares
Year of publication: |
2019
|
---|---|
Authors: | Bai, Y. ; Tang, Wan Mei ; Yiu, K. F. C. |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 26.2019, 4, p. 529-552
|
Subject: | AH premium | Factor model | Stock market segmentation | Aktienmarkt | Stock market | Marktsegmentierung | Market segmentation | CAPM | Börsenkurs | Share price | Preiskonvergenz | Price convergence | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Risikoprämie | Risk premium |
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