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

Author: Su Qian   Chong Terence Tai-Leung   Yan Isabel Kit-Ming  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.17, Iss.16, 2007-11, pp. : 1349-1357

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Abstract