Information Transmission Effects between A and H Dual Listing Shares
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More about this item
Keywords
A Shares; H Shares; Dual Listing; Price Discovery; Information Share Model;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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