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The impact of Shanghai–Hong Kong Stock Connect policy on A-H share price premium
10 references·8 citing·52 second hopsampled
The impact of Shanghai–Hong Kong Stock Connect policy on A-H share price premium (2016)The impact of Shanghai–Hong Kong Stock Co…Split Share Structure Reform, corporate governance, and the foreign share discount puzzle in China (2012)Split Share Structure Reform,…The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares (2011)The pricing dynamics of cross…Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data (2009)Structural Changes, Common St…Information Asymmetry and Asset Prices: Evidence from the Foreign Share Discount (2008)Information Asymmetry and Ass…Puzzles in the Chinese Stock Market (2002)Puzzles in the Chinese Stock …FOREIGN OWNERSHIP RESTRICTIONS AND MARKET SEGMENTATION IN CHINA'S STOCK MARKETS (2001)FOREIGN OWNERSHIP RESTRICTION…Market Segmentation and Stock Prices: Evidence from an Emerging Market (1997)Market Segmentation and Stock…Capital controls, market segmentation and stock prices: Evidence from the Chinese stock market (1996)Capital controls, market segm…Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence (1995)Foreign Equity Investment Res…Risk and return on China's new stock markets: Some preliminary evidence (1994)Risk and return on China's ne…Time-varying effects of macro shocks on cross-border capital flows in China's bond market (2024)Time-varying effects of macro…The effect of overseas investors on local market efficiency: evidence from the Shanghai/Shenzhen–Hong Kong Stock Connect (2023)The effect of overseas invest…Stock market liberalization and corporate investment revisited: Evidence from China (2023)Stock market liberalization a…Corporate social responsibility in market liberalization: Evidence from Shanghai-Hong Kong Stock Connect (2022)Corporate social responsibili…Stock market liberalisation and corporate cash holdings: evidence from China (2021)Stock market liberalisation a…Does stock market liberalization mitigate litigation risk? Evidence from Stock Connect in China (2021)Does stock market liberalizat…The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect (2019)The Three Musketeers Relation…Hong Kong and Shanghai: a tale of two cities in China (2018)Hong Kong and Shanghai: a tal…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Cross-Section of Expected Stock Returns (1992)Asset pricing in China's domestic stock markets: Is there a logic? 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(2003)Multi-market trading and arbitrage☆ (2010)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)US ADR and Hong Kong H-share discounts of Shanghai-listed firms (2008)Do extreme returns matter in emerging markets? Evidence from the Chinese stock market (2016)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares (2012)Financial liberalization and cross-border market integration: Evidence from China's stock market (2018)The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Asset pricing and the bid-ask spread (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares (2003)Try-on experience with augmented reality comforts your decision (2019)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Business conditions and expected returns on stocks and bonds (1989)Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments? (1999)Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle (2000)The effect of market segmentation on stock prices: The China syndrome (2000)The Economics of Welfare (1933)The Theory of Industrial Organization (1988)Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares (1998)Random walk versus breaking trend in stock prices: Evidence from emerging markets (2003)Continuous Auctions and Insider Trading (1985)Liquidity Risk and Expected Stock Returns (2003)China's Financial System: Past, Present, and Future (2008)Investor herding behaviour of Chinese stock market (2013)A review of China-related accounting research in the past 25 years (2022)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)Effects of regulator's announcements, information asymmetry and ownership changes on private equity placements: Evidence from China (2013)Social Capital, Informal Governance, and Post-IPO Firm Performance: A Study of Chinese Entrepreneurial Firms (2014)Does corporate social responsibility disclosure reduce the information disadvantage of foreign investors? (2019)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2008Information Asymmetry and Asset Prices: Evidence from the Foreign Share Discount385 cited
  • 1997Market Segmentation and Stock Prices: Evidence from an Emerging Market322 cited
  • 2009Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data300 cited
  • 1995Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence254 cited
  • 2002Puzzles in the Chinese Stock Market240 cited
  • 1994Risk and return on China's new stock markets: Some preliminary evidence225 cited
  • 2001FOREIGN OWNERSHIP RESTRICTIONS AND MARKET SEGMENTATION IN CHINA'S STOCK MARKETS201 cited
  • 1996Capital controls, market segmentation and stock prices: Evidence from the Chinese stock market177 cited
  • 2011The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares63 cited
  • 2012Split Share Structure Reform, corporate governance, and the foreign share discount puzzle in China54 cited

Cited by

  • 2023The effect of overseas investors on local market efficiency: evidence from the Shanghai/Shenzhen–Hong Kong Stock Connect41 cited
  • 2022Corporate social responsibility in market liberalization: Evidence from Shanghai-Hong Kong Stock Connect41 cited
  • 2023Stock market liberalization and corporate investment revisited: Evidence from China39 cited

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2024
Time-varying effects of macro shocks on cross-border capital flows in China's bond market
39 cited
  • 2021Does stock market liberalization mitigate litigation risk? Evidence from Stock Connect in China34 cited
  • 2019The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect27 cited
  • 2021Stock market liberalisation and corporate cash holdings: evidence from China20 cited
  • 2018Hong Kong and Shanghai: a tale of two cities in China7 cited