Lee, Jen-Sin; Wei, Chu-Yun - In: Emerging Markets Finance and Trade 48 (2012) S3, pp. 68-95
This study seeks to examine whether being listed as a particular type of share (H share, red-chip stock, Taiwan-based stock, or Hong Kong local stock) on the main board of the Hong Kong Exchange will affect the idiosyncratic risks and market risks. The findings are as follows: (1) different...