Determining the contributions to price discovery of China cross-listed stocks.

Su Qian. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (leaves 66-70). / Abstracts in English and Chinese. / Abstract --- p."i,ii" / Acknowledgements --- p.iii / Table of Content --- p.iv / List of Tables and Figures --- p.v / List of Abbreviation --- p.vi / Chapter Chapter 1. --- Introduction --- p.1 / Chapter Chapter 2. --- Literature Review --- p.4 / Chapter 2.1 --- Benefits of Cross-listing --- p.4 / Chapter 2.2 --- The Price-discovery process of cross-listed stocks --- p.8 / Chapter 2.3 --- Previous studies on Chinese cross-listed stocks --- p.2 / Chapter Chapter 3. --- China Overseas Listing --- p.15 / Chapter 3.1 --- The history of overseas listing --- p.15 / Chapter 3.2 --- Methods of overseas listing --- p.17 / Chapter 3.3 --- The motivation for Chinese firms to list overseas --- p.18 / Chapter 3.4 --- The prospects of China Overseas listing --- p.21 / Chapter Chapter 4. --- Price-discovery contributions to China-backed stocks cross-listed on SEHK and NYSE --- p.23 / Chapter 4.1 --- Data --- p.23 / Chapter 4.2 --- Methodology --- p.25 / Chapter 4.3 --- Empirical Results and Interpretation --- p.31 / Chapter 4.4 --- Cross-Sectional analysis of NYSE contributions to the price-discovery process --- p.40 / Chapter Chapter 5. --- Price-discovery contributions to the cross-listed H share and A share --- p.45 / Chapter 5.1 --- Data and Sample details --- p.46 / Chapter 5.2 --- Methodology --- p.49 / Chapter 5.3 --- Empirical results and interpretation --- p.54 / Chapter 5.4 --- A brief analysis of cointegration determinants --- p.57 / Chapter 5.5 --- The cointegration between H share and A share- Daily analysis --- p.61 / Chapter Chapter 6. --- Conclusion --- p.64 / Reference --- p.66 / Tables --- p.71

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325366
Date January 2005
ContributorsSu, Qian., Chinese University of Hong Kong Graduate School. Division of Economics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, vi, 94 leaves : ill. ; 30 cm.
CoverageChina, Hong Kong, United States, China
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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