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On the convergence of the Chinese and Hong-Kong stock markets : a cointegration analysis of the A and H shares

Su, Qian; Chong, Terence Tai-Leung; Yan, Isabel K. M. - In: Applied financial economics 17 (2007) 16/18, pp. 1349-1357

Persistent link: https://www.econbiz.de/10003605841

On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares

Su, Qian; Chong, Terence Tai-Leung; Yan, Isabel Kit-Ming - In: Applied Financial Economics 17 (2007) 16, pp. 1349-1357

This article explores the potential existence of comovements between the stock prices in Mainland China and Hong Kong. The cointegration test shows that the prices of a substantial number of A shares and H shares have started to cointegrate with each other after the launch of the Closer Economic...

Persistent link: https://www.econbiz.de/10005451977

On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares

Su, Qian; Chong, Terence Tai-Leung; Yan, Isabel Kit-Ming - In: Applied financial economics 17 (2007) 16, pp. 1349-1358

Persistent link: https://www.econbiz.de/10007874389

On the comovement of A and H shares

Chong, Terence Tai-Leung - In: The Chinese economy 39 (2006) 5, pp. 68-86

Persistent link: https://www.econbiz.de/10015181367

Threshold models with multiple threshold variables and their applications

Yan, Isabel K. M.; Chong, Terence Tai-Leung - 2005

Persistent link: https://www.econbiz.de/10003065691

Is the Chinese stock market really inefficient?

Chong, Terence Tai-Leung; Lam, Tau-hing; Yan, Isabel K. M. - In: China economic review : an international journal 23 (2012) 1, pp. 122-137

Persistent link: https://www.econbiz.de/10015174287

A threshold model approach to estimating the abnormal stock returns

Chong, Terence Tai-Leung; Mak, Wing Hei; Yan, Isabel K. M. - In: Annals of financial economics 8 (2013) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10010192088

An examination of the underpricing of H-share IPOs in Hong Kong

Chong, Terence Tai-Leung; Yuan, Shuo; Yan, Isabel K. M. - In: Review of Pacific Basin financial markets and policies 13 (2010) 4, pp. 559-582

Persistent link: https://www.econbiz.de/10008987301

International linkages of the Japanese stock market

Chong, Terence Tai-Leung; Wong, Ying-chiu; Yan, Isabel K. M. - In: Japan and the world economy : international journal of … 20 (2008) 4, pp. 601-621

Persistent link: https://www.econbiz.de/10003778518

Estimation and inference of threshold regression models with measurement errors

Chong, Terence Tai-Leung; Chen, Haiqiang; Wong, Tsz-Nga; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10011897392