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Policy impact on the Chinese stock market : from the 1994 bailout policies to the 2015 Shanghai-Hong Kong stock connect

Wang, Yang-chao; Tsai, Jui-jung; Li, Qiaoqiao - In: International Journal of Financial Studies : open … 5 (2017) 1, pp. 1-19

substantial volatility. Among them, macro-control policies and transaction cost adjustments are a double-edged sword, which should …

Persistent link: https://www.econbiz.de/10011649287

Regulatory Changes, Market Integration and Spill-Over Effects in the Chinese A, B and Hong Kong Equity Markets

Chen, Jing - 2009

We document the changes in dynamic stochastic structure of the various industrial sectors of the Chinese A, B share markets and the Hong Kong share markets. We utilize a robustly estimated VECM-MV-GARCH model to test for possible co-integrating vectors between the market segmentations pre and...

Persistent link: https://www.econbiz.de/10013153295

Regulatory Changes, Market Integration and Spill-Over Effects in the Chinese A, B and Hong Kong Equity Markets

Buckland, Roger - 2017

Persistent link: https://www.econbiz.de/10012976754

Ownership Structure, Stock Volatility and Analyst Independence : Evidence from China

Xb, Song - 2015

authors empirically tested the relationship between analyst following and volatility of stock return. And based on the test … correlation between analyst following and volatility of stock return. Also, shareholding of institutional investors and the … analyst following and volatility of stock return. When institutional investors hold higher proportion or the separation …

Persistent link: https://www.econbiz.de/10013020830

Does Cross-Border Equity Trading Destabilize the Stock Market : Evidence from Chinese Stock Markets

Bian, Jiangze - 2020

listed in Hong Kong (southbound). There is a positive (negative) cross-sectional relationship between volatility of connected …

Persistent link: https://www.econbiz.de/10012838619

Internet Appendix to : 'Industrial Policy and Asset Prices: Stock Market Reactions to Made In China 2025 Policy Announcements'

Liu, Xia (Summer) - 2020

This appendix provides the complete list of sample firms and the robustness checks results discussed in the paper, Industrial Policy and Asset Prices: Stock Market Reactions to Made In China 2025 Policy Announcements, found here:"https://ssrn.com/abstract=3521006" https://ssrn.com/abstract=3521006

Persistent link: https://www.econbiz.de/10012843111

Industrial Policy and Asset Prices : Stock Market Reactions to Made In China 2025 Policy Announcements

Liu, Xia (Summer) - 2020

Appendix available here:"https://ssrn.com/abstract=3525571" https://ssrn.com/abstract=3525571.We study the link between industrial policy and asset prices by using the Made in China 2025 industrial policy, announced in May 2015, as an external shock. We track Chinese firms and U.S. firms in ten...

Persistent link: https://www.econbiz.de/10012843830

Are Stock Price More Informative after Dual-Listing in Emerging Markets? Evidence from Hong Kong-Listed Chinese Companies

Kot, Hung Wan - 2016

We study how the information and trading environments of Hong Kong-listed Chinese companies (H-share firms) change once the companies return to the China A-share markets for listing. We examine the stock price synchronicity, liquidity commonality, and stock liquidity after dual-listing and...

Persistent link: https://www.econbiz.de/10013002991

Information Asymmetry, Price Discovery, and the Chinese B-Share Discount Puzzle

Doukas, John A. - 2014

This paper addresses the information asymmetry between Chinese local A-share and foreign B-share markets and its impact on the B-share discount puzzle, contingent upon the regulatory reforms of the Chinese stock market liberalization in 2001 and 2002. In contrast with the widespread belief that...

Persistent link: https://www.econbiz.de/10013060063

Information Asymmetry, Cultural Difference, and Divergence in Investor Reactions : Empirical Evidence from the Chinese and U.S. Stock Markets

Lee, Seungho; Walker, Thomas John; Zhang, Aoran; Zhao, … - 2021

This paper investigates how heterogeneous sentiments and perspectives expressed in public online media about the abolition of the Chinese presidential term limit in 2018 may have caused a divergence in investor behavior between the U.S. and China. We document that sentiments expressed in social...

Persistent link: https://www.econbiz.de/10013314597

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