Speculative bubbles in segmented markets : evidence from Chinese cross-listed stocks
Year of publication: |
2020
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Authors: | Pavlidis, Efthymios G. ; Vasilopoulos, Kostas |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 109.2020, p. 1-21
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Subject: | AH premium | Law of one price | Predictive regressions | Recursive unit root tests | Speculative bubbles | Spekulationsblase | Bubbles | Einheitswurzeltest | Unit root test | China | Spekulation | Speculation | Regressionsanalyse | Regression analysis | Preiskonvergenz | Price convergence | Theorie | Theory | Zweitlisting | Dual listing | Marktsegmentierung | Market segmentation | Aktienmarkt | Stock market | Börsenkurs | Share price |
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