Gotowe bibliografie tematyczne / H-share Market

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  1. Artykuły w czasopismach
  2. Rozprawy doktorskie
  3. Książki
  4. Streszczenia konferencji

Gotowa bibliografia na temat „H-share Market”

Autor: Grafiati
Data publikacji: 4 czerwca 2021
Data aktualizacji: 10 lutego 2022

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Artykuły w czasopismach na temat "H-share Market"

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Gu, Anthony Yanxiang, and Chauchen Yang. "Short Sales Constraints and Return Volatility: Evidence from the Chinese A and H Share Markets." Review of Pacific Basin Financial Markets and Policies 10, no. 04 (December 2007): 469–78. http://dx.doi.org/10.1142/s021909150700115x.

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Returns of the same companies' common stocks, both non-market-adjusted and market-adjusted, exhibit greater volatility, on the Stock Exchange of Hong Kong where short selling is allowed than on the Shanghai Stock Exchange and Shenzhen Stock Exchange where short selling is restrained. This unique evidence indicates that short selling increases stock price volatility for the Chinese stocks in the Chinese stock markets.
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Wang, Steven Shuye, Wei Li, and Louis T. W. Cheng. "The impact of H-share derivatives on the underlying equity market." Review of Quantitative Finance and Accounting 32, no. 3 (June 4, 2008): 235–67. http://dx.doi.org/10.1007/s11156-008-0094-7.

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Zhang, Yang, and Wei Bai. "Turnover Rate and Speculative Bubble: Empirical Study on A-H Share of Dual-Listed Companies." Advanced Materials Research 457-458 (January 2012): 810–14. http://dx.doi.org/10.4028/www.scientific.net/amr.457-458.810.

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In existing researches on the spread of A-H share dual-listed companies, turnover rate is generally regarded as a proxy for liquidity, which ignores the speculative meaning of turnover. In fact, high turnover rate often reflects strong speculative characteristics of investors in A share market. In this paper the true meaning of turnover rate is considered that it’s unreasonable to use turnover rate as a proxy for liquidity. The turnover rate of dual-listed companies is not reflected as liquidity but speculation in A share market. And the meaning of turnover rate of dual-listed companies is not
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Xu, Nan, and Songsong Li. "Segment Stock Market, Foreign Investors, and Cross-Correlation: Evidence from MF-DCCA and Spillover Index." Complexity 2020 (September 23, 2020): 1–15. http://dx.doi.org/10.1155/2020/5836142.

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Employing the tools of multifractal detrended cross-correlation analysis (MF-DCCA) and Diebold–Yilmaz spillover index (D.Y. spillover index), we examine the effect that the foreign investors have on the cross-correlations between the two-segment stock markets, that are the accessible and the inaccessible stock markets, and the other ten respective stock markets. The shares cross-listed by the same corporates on both the A-share and H-share stock markets of China serve as the best sample to compile the two stock indices, which stands for the inaccessible stock market (AHA) and the accessible st
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Ding, Yi-jun, and Yun Feng. "The impact of market trading mechanism on A-H share price premium." Applied Economics Letters 26, no. 7 (June 22, 2018): 594–600. http://dx.doi.org/10.1080/13504851.2018.1488045.

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Chong, Terence Tai-Leung, Shuo Yuan, and Isabel Kit-Ming Yan. "An Examination of the Underpricing of H-Share IPOs in Hong Kong." Review of Pacific Basin Financial Markets and Policies 13, no. 04 (December 2010): 559–82. http://dx.doi.org/10.1142/s0219091510002074.

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The main purpose of this paper is to study the empirical determinants of the underpricing of H-share initial public offerings (IPOs) during the 1993–2003 period. A special characteristic of H-shares is that they are shares of companies incorporated in China, but are also listed abroad. Our estimates indicate that the average IPO underpricing level of H-shares was about 16.8%. We find that the conventional explanations for the worldwide IPO underpricing are not adequate in explaining the underpricing level of H-shares. Some new factors that are important in explaining the underpricing phenomeno
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Chen, Jun, Alireza Tourani-Rad, and Ronghua Yi. "Short sales and price discovery of Chinese cross-listed firms." International Journal of Managerial Finance 12, no. 4 (August 1, 2016): 408–21. http://dx.doi.org/10.1108/ijmf-02-2015-0025.

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Purpose – The purpose of this paper is to investigate the impact of short selling and margin trading on the price discovery and price informativeness of cross-listed firms, using a sample of Chinese firms listed on the China and Hong Kong stock exchanges. Design/methodology/approach – The sample consists of 67 Chinese cross-listed firms on A-share and H-share markets out of which 18 firms are allowed to be sold short/ traded on margin since March 2010. Using pre- and post-event period, the authors compare and contrast various market microstructure variables. The contributions of the home (A-sh
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Cheng, Andy Wui-Wing, Nikolai Sheung-Chi Chow, David Kam-Hung Chui, and Wing-Keung Wong. "The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect." Sustainability 11, no. 14 (July 15, 2019): 3845. http://dx.doi.org/10.3390/su11143845.

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This study examines the sustainability of financial integration between China (represented by Shenzhen and Shanghai) stock markets and Hong Kong stock market over the period of pre and post launch of the Stock Connect Scheme. This paper aims to fill the gap in the financial literature by providing empirical research on the dynamics of the financial integration process, and examining the sustainability of financial integration among the three Chinese stock markets. We apply cointegration and both linear and nonlinear causalities to investigate whether the Shanghai–Hong Kong Stock Connect has an
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Holguín-Veras, José. "Approximation model to estimate joint market share in off-hour deliveries: William H. Hart Professor." Logistics Research 4, no. 3-4 (January 17, 2012): 101–10. http://dx.doi.org/10.1007/s12159-012-0065-1.

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Li, Yongqing, Jinghui Liu, and Ian Eddie. "Share types and earnings management: Evidence from Chinese listed companies." Corporate Ownership and Control 8, no. 2 (2011): 271–84. http://dx.doi.org/10.22495/cocv8i2c2p4.

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This study contributes to the literature on the ownership structure by investigating the effect of special share types on the practice of earnings management in China. Equity ownership in listed Chinese companies have five different types: state-owned shares, legal person shares, employee shares, A-shares, and B- & H-shares, which is a phenomenon unique to the Chinese equity market. Empirical analysis shows that different share types and mixed ownership structure significantly affects the company’s earnings management. Using a sample of 544 listed Chinese company-years, this study finds th
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Rozprawy doktorskie na temat "H-share Market"

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Wang, Yue Nan, and wangyn14@hotmail com. "The diversification benefits and the risk and return relationships in the Chinese A-share market." RMIT University. Economics, Finance and Marketing, 2006. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20061205.103325.

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China's rapid economic growth and the development of its domestic stock market have attracted considerable attention from foreign investors. China's economic financial expansion, however, has emerged from an environment of state planning and radical socialist ideology. With a view of providing investors with a better understanding of the risk and return relationship in the Chinese A-share market over the past decade, this thesis adapts several empirical models to the circumstances in China and conducts four empirical analyses. First, in order to rationalize foreign investors' entry
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Wang, Yuenan, and yangyn14@hotmail com. "The diversification benefits and the risk and return relationships in the Chinese A-share market." RMIT University. Economics, Finance and Marketing, 2006. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20080103.093949.

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China's rapid economic growth and the development of its domestic stock market have attracted considerable attention from foreign investors. China's economic financial expansion, however, has emerged from an environment of state planning and radical socialist ideology. With a view of providing investors with a better understanding of the risk and return relationship in the Chinese A-share market over the past decade, this thesis adapts several empirical models to the circumstances in China and conducts four empirical analyses. First, in order to rationalize foreign investors' entry
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Wu, Chi Kuen Simon. "Stock market integration between the Hong Kong SAR and the People's Republic of China : the use of a revised 'H' share model and enhanced institutional support." Thesis, Queen Mary, University of London, 2006. http://qmro.qmul.ac.uk/xmlui/handle/123456789/1761.

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Bilateral, multilateral and regional linkages between stock exchanges generate increased sources of funds, investor return and product choice. Such associations can also lower transaction costs in both initial listing and subsequent trading, increase liquidity more generally in the secondary market and enhance investor protection and confidence in the stability and reputation of the market and the status of companies listed on the market. This thesis argues that the integration of the stock markets between The Special Administrative Region of Hong Kong ("Hong Kong") and the People's Republic o
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Tatarer, Ozge. "The Export Performance Of The Turkish Manufacturing Industries With Respect To Selected Countries." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/12605376/index.pdf.

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The objective of this paper is to analyze the export performance of Turkish manufacturing industries in the East-Asian countries between the years 1992-2002. SITC (Rev.3), three digit data were used in calculations and three methodologies were applied in order to discover promising sectors of the Turkish exports. Constant Market Share Analysis was used to explain the causes of the change in the market shares of the exports of Turkey from one period to another. Revealed comparative advantage indices were calculated to determine sectors in which Turkey had comparative advantage. Grubel-Lloyd Ind
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Mak, Ping-kuen. "Financial performance of H shares in the Hong Kong stock market /." Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18837359.

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Mak, Ping-kuen, and 麥炳權. "Financial performance of H shares in the Hong Kong stock market." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1997. http://hub.hku.hk/bib/B31268213.

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Hua, Jian. "La découverte du prix sur les marchés boursiers chinois." Thesis, Aix-Marseille, 2014. http://www.theses.fr/2014AIXM2014.

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Cette thèse se compose de trois essais autonomes sur le marché boursier chinois. Le premier essai examine le processus de la découverte du prix des actions A et H pour des sociétés chinoises double cotées à la fois sur les bourses de Shanghai/Shenzhen et de Hong Kong durant les sessions d'échange communes. Nous mettons en évidence une relation de long terme entre les prix des actions A et H. En appliquant la méthode de l'information partagée de Hasbrouck (1995), il apparaît, quand la Chine adoptait un régime de change fixe, le marché domestique contribuait plus d'information à la découverte du
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Hsu, Ching-Chih, and 許靜枝. "Influence and Comparisons between company''s IPOs in Hong Kong H-Shares Market and in China A-Shares Market." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/56761844286286329721.

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碩士<br>淡江大學<br>財務金融學系碩士在職專班<br>97<br>This study investigate the Chinese industry in the A-share and Hong Kong H-share listed companies of two places, which one have the advantage after stock price rate of returns analysis during the market honeymoon, short-term, and long-term. The study was from April 1, 1999 until June 30, 2008 with industry that had listed on Hong Kong H-share and been also already listed in the Chinese A-share was the research object. Use the Incident Study, it relatively has the advantage that what look over H-shares or the A-share stock price remuneration, and offers fund-
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Chen, Wei-Chun, and 陳韋均. "The Effects of Market Segmentation Stock Return─Evidence from Chinese A、B Shares and Hong Kong H Shares." Thesis, 2000. http://ndltd.ncl.edu.tw/handle/30798025018054076573.

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碩士<br>輔仁大學<br>應用統計學研究所<br>88<br>Abstract The Chinese listing companies have issued A shares to domestic investors and issued B shares and H shares to foreign investors. The government of the Mainland China separate A shares and B shares, A shares and H shares into different trading markets, which forms market segmentation. It is the main purpose of this thesis that we use adjusted event study to discuss whether market segmentation is the cause to abnormal return in the way of Merton’s Investor Recognition Hypothesis and Amihudand Merdelson’s Liquidity Hypothesis.
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LUO, JHIH-WEI, and 駱志威. "Correlation and Price Discount between A Shares and H Shares in Chinese and Hong Kong Stock Markets." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/81996786691609376478.

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碩士<br>國立臺北大學<br>企業管理學系<br>98<br>In the early period of China’s stock market, transactions of A shares in China were limited to Chinese citizens, while transactions of H shares in Hong Kong were limited to HK citizens, or foreigners from other countries. However, these restrictions have been gradually lifted in recent years, progressively shifting China’s stock market. Thus study adopts the Johansen co-integration test, the Granger causality test, and the panel data model to analyze the collected data from 2005 to 2009, discuss the long- term trends of A and H shares, the interaction between th
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Książki na temat "H-share Market"

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Corporate governance and China's H-share market. Cheltenham, UK: Northampton, MA, 2008.

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de Jonge, Alice. Corporate Governance and China’s H-Share Market. Edward Elgar Publishing, 2008. http://dx.doi.org/10.4337/9781848442788.

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Streszczenia konferencji na temat "H-share Market"

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Pan, Yue, and Yi-yi Dai. "Investigation of non-linear granger causality between China mainland stock market and Hong Kong H-share market." In 2008 International Conference on Management Science and Engineering (ICMSE). IEEE, 2008. http://dx.doi.org/10.1109/icmse.2008.4669064.

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Zhou, Yi, Xianda Shang, Zhuoli Zhang, and Jianwu Lin. "The Information Flow between A and H Share Stock markets." In 2019 IEEE International Conference on Industrial Cyber Physical Systems (ICPS). IEEE, 2019. http://dx.doi.org/10.1109/icphys.2019.8780326.

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Islam, Nokibul, Miguel Jimarez, Ahmer Syed, TaeKyeong Hwang, JaeYun Gim, and WonJoon Kang. "Lead Free Flip Chip Reliability for Various Package Types." In ASME 2011 Pacific Rim Technical Conference and Exhibition on Packaging and Integration of Electronic and Photonic Systems. ASMEDC, 2011. http://dx.doi.org/10.1115/ipack2011-52260.

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Flip Chip (FC) technology has now become the mainstream solution for high performance packages. From commercial gaming machines to high reliability servers, the FC package is gaining more market share over traditional packaging technologies, such as wire bond. Extensive research has been carried out to make the flip chip more robust, smaller foot prints, and excellent performance. FC packages are fabricated typically in two main configurations. Bare die FC packages leave the non active side of the die exposed. This allows the customer to apply their preferred heat dissipation scheme during boa
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Lv, Wen-dong, and Liang Tian. "Does stock pricing power return to a shares market: Evidence from the “A+H” shares?" In 2008 International Conference on Management Science and Engineering (ICMSE). IEEE, 2008. http://dx.doi.org/10.1109/icmse.2008.4669066.

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Olson, Steven T., Ingemar Bjork, Paul A. Craig, Joseph D. Shore, and Jean Choay. "ROLE OF THE HIGH-AFFINITY PENTASACCHARIDE IN HEPARIN ACCELERATION OF ANTITHROMBIN III INHIBITION OF THROMBIN AND FACTOR Xa." In XIth International Congress on Thrombosis and Haemostasis. Schattauer GmbH, 1987. http://dx.doi.org/10.1055/s-0038-1642829.

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The high-affinity heparin pentasaccharide (H5) and an 8000 Mr high-affinity heparin (H26) have been compared with respect to their interaction with antithrombin III (AT) and their accelerating effect on AT inhibition of thrombin (T) and factor Xa by rapid kinetic and equilibrium binding studies at pH 7.4, 25°C. Kds of .068 μM at I 0.15 and 0.57 μM at I 0.3 were determined for tne AT-H5 interaction, which were 5 and 2.5-fold weaker, respectively, than affinities determined for H26. Comparison of the kinetics of binding of H5 and H26 to AT at I 0.15 under pseudofirst order conditions ([H]o&gt;&g
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Antonarakis, E. "The Molecular Genetics of Hemophilia A Stylianos." In XIth International Congress on Thrombosis and Haemostasis. Schattauer GmbH, 1987. http://dx.doi.org/10.1055/s-0038-1643980.

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Hemophilia A is a common X linked hereditary disorder of blood coagulation due to deficiency of factor 8. The gene for factor 8 has been cloned and characterized (Nature 312:326-342, 1984). It is divided into 26 exons and 25 introns and spans 186 kb of DNA. The CGNA is 9 kb and codes for 2351 amino acids. The first 19 amino acids comprise the secretory leader peptide and the mature excreted polypeptide consists of 2332 amino acids. The nucleotide sequence of the exons and the exon-intron junctions is known and the complete amino acid sequence has been deducedSeveral laboratories have used clon
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