Article ID Journal Published Year Pages File Type
7349581 Economics Letters 2018 15 Pages PDF
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
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