Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7349581 | Economics Letters | 2018 | 15 Pages |
Abstract
This paper examines stock market comovements between China and Hong Kong. The integration test results confirm that a substantial number of A-share and H-share stocks began to co-integrate after the launch of the Shanghai-Hong Kong Stock Connection Scheme1
and the Shenzhen-Hong Kong Stock Connection Scheme,2
which demonstrates the effects of the two schemes in promoting financial integration and cross-border capital flows.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Qiyu Wang, Terence Tai-Leung Chong,