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...
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| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Faculty of Economics, University of Tuzla
2021-11-01
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| Schriftenreihe: | Economic Review |
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| Online Zugang: | http://er.ef.untz.ba/index.php/er/article/view/50 |