Yeh, Yin-Hua; Lee, Tsun-siou; Pen, Jen-fu - In: Review of Quantitative Finance and Accounting 18 (2002) 3, pp. 239-57
In most countries where firms list separate shares for trading by foreign and domestic investors, the prices of the foreign shares tend to be higher. In China, the reverse tends to be true. In this paper, we would like to focus on the information content in lagged premiums of Chinese A over B...
