Panel Cointegration of Chinese A and B Shares
Year of publication: |
2003-12-31
|
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Authors: | Ahlgren, Niklas ; Sjöö, Boo ; Zhang, Jianhua |
Institutions: | Hanken Svenska Handelshögskolan |
Subject: | Chinese A and B shares | Cointegration | Information diffusion | Panel data | Segmentation | Unit root |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | This paper is published as: Ahlgren, Niklas, Sjö, Bo and Zhang, Jianhua, 'Panel Cointegration of Chinese A and B Shares', Applied Financial Economics, 19, 1859-1871. The text is part of a series Working Papers The price is 10 Number 500 18 pages |
Source: |
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