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Credit scores and the performance of newly-listed stocks : an exploration of the Chinese A-share market

Cai, Charlie X.; McGuinness, Paul B.; Zhang, Qi - In: Review of quantitative finance and accounting 51 (2018) 1, pp. 79-111

Persistent link: https://www.econbiz.de/10012037035

Capital account reform and short- and long-run stock price leadership

Cai, Charlie X.; McGuinness, Paul B.; Zhang, Qi - In: The European journal of finance 23 (2017) 10/12, pp. 916-945

Persistent link: https://www.econbiz.de/10011740276

The pricing dynamics of cross-listed securities : the case of Chinese A- and H-shares

Cai, Charlie X.; McGuinness, Paul B.; Zhang, Qi - In: Journal of banking & finance 35 (2011) 8, pp. 2123-2136

Persistent link: https://www.econbiz.de/10009247304

The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares

Cai, Charlie X.; McGuinness, Paul B.; Zhang, Qi - In: Journal of Banking & Finance 35 (2011) 8, pp. 2123-2136

We develop a non-linear Markov error correction approach to examine the general co-integration relation between the H- and A-prices of cross-listed Chinese stock issuers across the period January 1999 to March 2009. We unravel three important dimensions of this relation. These pertain to (i) the...

Persistent link: https://www.econbiz.de/10009142845

The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares

Cai, Charlie X.; McGuinness, Paul B.; Zhang, Qi - In: Journal of banking & finance 35 (2011) 8, pp. 2123-2137

Persistent link: https://www.econbiz.de/10009030529