Showing 1 - 10 of 263,048
Upon the announcement of the Shanghai-Hong Kong Stock Connect program, connected stocks in the Shanghai Stock Exchange experience significant value appreciation of 1.8% over a seven-day announcement window and significant increases in turnover and volatility compared with unconnected stocks with...
Persistent link: https://www.econbiz.de/10012855747
the companies return to the China A-share markets for listing. We examine the stock price synchronicity, liquidity …
Persistent link: https://www.econbiz.de/10013002991
China has been intensively launching opening-up policies since November 2014. Among these policies, the Shanghai …-Hong Kong Stock Connect offers international investors an approach to investing directly in Mainland China stock markets. At the … same time, Mainland China capital can gain access to overseas markets via Hong Kong. This study investigates the influence …
Persistent link: https://www.econbiz.de/10012963671
From the 1994 bailout policies to the 2015 Shanghai-Hong Kong Stock Connect, the policy impact on the Chinese stock market has changed over time. By May 2015, global investors can directly invest in a more legalized and normalized Chinese stock market, whereas they are still concerned about the...
Persistent link: https://www.econbiz.de/10011649287
This working paper was written by Kalok Chan (Chinese University of Hong Kong Business School), F.Y. Eric Lam (Independent Researcher)*, Giorgio Valente (Hong Kong Institute for Monetary and Financial Research) and Siyuan Wu (Chinese University of Hong Kong Business School).Trading venues have...
Persistent link: https://www.econbiz.de/10013492074
Stock market integration of mainland China is analyzed before and after the liberalization of Chinese stock exchange … segments. We apply a causalityin-variance procedure, using four mainland China stock market indices, two indices of the stock …
Persistent link: https://www.econbiz.de/10009660281
Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … the US to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2 … mainland China and Hong Kong markets and low correlations of 6.4% and 7.2% between the US and China's two markets; thus …
Persistent link: https://www.econbiz.de/10011296721
An examination of Brexit and its initial impact on the main stock markets in the Greater China Region (GCR) was … insignificant, except for Hong Kong. Overall, China’s stock markets do not seem to be panicking and overreacting to unfolding events …
Persistent link: https://www.econbiz.de/10011883261
Persistent link: https://www.econbiz.de/10009424882
neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA. China's increasing integration into …-GFC periods, but there is little evidence of spillover effects from China to related markets during the GFC. This is presumably …
Persistent link: https://www.econbiz.de/10013113161