Guo, Lin; Tang, Liang; Yang, Shiawee - In: Review of Quantitative Finance and Accounting 41 (2013) 2, pp. 385-416
This paper empirically examines whether the price difference between Chinese A shares, which are traded in the domestic market, and their matching H shares, which are traded in the Hong Kong market, can be explained by firms’ corporate governance characteristics. We find that the A- to H-share...