Su, Qian; Chong, Terence Tai-Leung; Yan, Isabel Kit-Ming - In: Applied Financial Economics 17 (2007) 16, pp. 1349-1357
This article explores the potential existence of comovements between the stock prices in Mainland China and Hong Kong. The cointegration test shows that the prices of a substantial number of A shares and H shares have started to cointegrate with each other after the launch of the Closer Economic...