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Panel cointegration of Chinese A and B shares

Ahlgren, Niklas (contributor); Sjöö, Boo (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001933245

Panel cointegration of Chinese A and B shares

Ahlgren, Niklas; Sjö, Bo; Zhang, Jianhua - In: Applied financial economics 19 (2009) 22/24, pp. 1859-1871

Persistent link: https://www.econbiz.de/10003921093

Panel Cointegration of Chinese A and B Shares

Ahlgren, Niklas (contributor); Sjö, Bo (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003691561

ARDL bounds testing approach to cointegration : relationship international trade policy reform and foreign trade in Vietnam

Do Thi Thao; Zhang, Jianhua - In: International journal of economics and finance 8 (2016) 8, pp. 84-94

Persistent link: https://www.econbiz.de/10011556066

Panel Cointegration of Chinese A and B Shares

Ahlgren, Niklas; Sjöö, Boo; Zhang, Jianhua - Hanken Svenska Handelshögskolan - 2003

This paper uses panel unit root and cointegration methods to test the stationarity of the premium on domestic investors’ A shares over foreign investors’ B shares and cointegration between the A and B share prices on the Chinese stock exchanges. We find that the A share price premium is...

Persistent link: https://www.econbiz.de/10005055592