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

Qian Su; Terence Tai-Leung Chong; Isabel Kit-Ming Yan

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

机译：关于中国和香港股市的趋同：A股和H股的协整分析

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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 othe

机译：本文探讨了中国大陆和香港股票价格之间存在联动的潜在可能性。协整检验表明，相当数量的A股和H股的价格已经开始与每个其他货币协整

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来源
《Applied financial economics》 |2007年第18期|p.1349-1357|共9页
作者
Qian Su; Terence Tai-Leung Chong; Isabel Kit-Ming Yan;
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Department of Economics, The Chinese University of Hong Kong, Hong Kong;

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原文格式 PDF
正文语种 eng
中图分类 f;
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3. The Driving Force Behind H Shares－－Despite the nation‘s capital system,convenient channels exist for big sums of cash to move from the Chinese mainland to Hong Kong’s stock markets [J] . JessyZhang 中国外经贸：英文版 . 2003,第08M期

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4. Analysis of the Dependence among Inland, Hong Kong and London Stock Markets When Hong Kong Returned to China [C] . Jianli Sui, Jinquan Liu Wuhan international conference on e-business . 2009

机译：香港回归中国后内地，香港和伦敦股市之间的依存关系分析
5. Cointegration test for equity market integration: The case of the Great China Economic Area (Mainland China, Hong Kong, and Taiwan), Japan and the United States. [D] . Cheng, Hwahsin. 2000

机译：股权市场整合的协整检验：以大中华经济区（中国内地，香港和台湾），日本和美国为例。

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

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