Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/10263
Title: In depth analysis of the dually listed companies in Hong Kong and China stock markets prior and posterior to the global financial turmoil
Authors: Choi, OT
Wong, H 
Yiu, CK 
Yu, M 
Keywords: Hong Kong and China stock markets
A and H shares
Co-integration
Issue Date: 2013
Publisher: Canadian Center of Science and Education
Source: International journal of economics and finance, 2013, v. 5, no. 10, p. 100-110 How to cite?
Journal: International journal of economics and finance 
Abstract: Given the close economic and political activities in Hong Kong and China, we expect the share prices of the companies co-listed in the two financial markets to go in tandem. In this paper, we re-visit the study of co-integration of companies listed in Hong Kong (H-shares) and in the Shanghai Stock Exchanges (A-shares), employing the Vector Error Correction Models (VECM) and Johansen Trace Test prior and posterior to the global financial crisis. Our results showed consistent and significant co-integration along these A- and H shares co-listed in these markets.
URI: http://hdl.handle.net/10397/10263
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