Changes in regulation and prices of dual-listed stocks in china

Author: 
Yeung, Wing Him
Zhou, Jing
Date created: 
2007
Keywords: 
Time-varying correlations, H shares, A shares, DCC GARCH
Abstract: 

The share prices of a company listed on more than one stock exchange usually are in or close to equilibrium. Nevertheless, it has been observed the prices of the same Chinese company listed in China (A shares) and Hong Kong (H shares) are not anywhere clo

Description: 

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Language: 
English
Document type: 
Thesis
Rights: 
Copyright remains with the author
File(s): 
application/pdf iconetd3178.pdf
Senior supervisor: 
D
Department: 
Faculty of Business Administration - Simon Fraser University
Thesis type: 
M.A. (M.B.A.)
Statistics: