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...

Full description

Saved in:
Bibliographic Details
Main Authors: Yen-Sheng Lee, Yi-Heng Tseng
Format: Article
Language:English
Published: Faculty of Economics, University of Tuzla 2021-11-01
Series:Economic Review
Subjects:
Online Access:https://www.er.ef.untz.ba/index.php/er/article/view/50
Tags: Add Tag
No Tags, Be the first to tag this record!