Li, Mao Liang; Chui, Chin Man; Li, Chang Qing - In: Applied Economics Letters 21 (2014) 16, pp. 1116-1121
Using the daily data for 38 companies during the period of 2009-2013, this article examines the long-run equilibrium between the stock prices of firms dual listed on A-share market in China and H-share market in Hong Kong, and exploits the arbitrage opportunity for investors. We propose a simple...