Red chips or H shares: Which China-backed securities process information the fastest?

Journal of Multinational Financial Management

Volumn 10, Issue 3-4, 2000, Pages 315-343

  Poon, Winnie P H ^a   Fung, Hung Gay ^b  

^a LINGNAN UNIVERSITY   (Hong Kong)

^b UNIVERSITY OF MISSOURI ST LOUIS   (United States)

Author keywords

China backed securities; EGARCH; Information and market efficiency

Indexed keywords

EID: 0034410336     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s1042-444x(00)00026-8     Document Type: Article

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