Stock returns and volatility under market segmentation: The case of Chinese A and B shares

Review of Quantitative Finance and Accounting

Volumn 18, Issue 3, 2002, Pages 239-257

  Yeh, Yin Hua ^a   Lee, Tsun Siou ^b   Pen, Jen Fu ^a  

^a FU JEN CATHOLIC UNIVERSITY   (Taiwan)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

A shares; B shares; China stock markets; Market segmentation; Positive feedback behavior

Indexed keywords

EID: 34447510167     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1015388201113     Document Type: Article

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