期刊論文
| 學年 | 109 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2021-03-21 |
| 作品名稱 | The Cross-Border Price Discovery and the Shanghai-Hong Kong Stock Connect |
| 作品名稱（其他語言） | |
| 著者 | Lin Chun-I; Kuan-Yi Chiang; Ming-Chih Lee; Yen-Hsien Lee |
| 單位 | |
| 出版者 | |
| 著錄名稱、卷期、頁數 | Advances in Management and Applied Economics 11(3), P. 13-28 |
| 摘要 | This study mainly investigates the price discovery relationship between stock and futures markets and the cross-border price discovery relationship between Chinese and Hong Kong markets after the launch Shanghai-Hong Kong Stock Connect Progress. We find that this progress increases the speed of adjustment from the long-term equilibrium in the Chinese spot and futures markets. Moreover, the price discovery process mainly happens in Hong Kong’s spot and futures markets. Final, cross-border price discovery is from Hong Kong to China after this progress. JEL classification numbers: G15, G18 |
| 關鍵字 | Price Discovery;Shanghai-Hong Kong Stock Connect |
| 語言 | en_US |
| ISSN | 1792-7552; 1792-7544 |
| 期刊性質 | 國外 |
| 收錄於 | EconLit |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 是 |
| 國別 | USA |
| 公開徵稿 | |
| 出版型式 | ,電子版,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/122908 ) |