The author examine the effect of corporate domicile of Hong Kong companies to other countries that were motivated by a desire to reduce political risk. They argue that political risk is too subjective a concept to be exposed to systematic quantitative analysis. The authors provide empirical...

This paper investigates the impact of “Shanghai-Hong Kong Stock Connect Policy” on price difference and announcement effects of A Shares and H Shares, using daily data from Aug., 2014 to Feb., 2015. Data were obtained from Bloomberg. To be comparable, we collect simultaneous trading data. We...

This research extends the study of Boscaljon and Ho and test the effect of market response to bank loan announcement in the Hong Kong banking market after the 1997 Asian crisis. The study also investigates whether bank is still ‘special' in the financial market by comparing the market response...