DO FIRM CHARACTERISTICS AFFECT PRICE DISCOVERY? EVIDENCE FROM CHINESE CROSS-LISTED STOCKS

This study examines the price movement relationship for Chinese firms that cross-list their shares on the Hong Kong Stock Exchange and the Shanghai Stock Exchange or Shenzhen Stock Exchange in mainland China. We estimate the coefficients of adjustment speed between the two markets by conducting a u...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Yen-Sheng Lee, Yi-Heng Tseng
التنسيق: مقال
اللغة:English
منشور في: Faculty of Economics, University of Tuzla 2021-11-01
سلاسل:Economic Review
الموضوعات:
الوصول للمادة أونلاين:http://er.ef.untz.ba/index.php/er/article/view/50