Integrating A- and B-share markets in China: The effects of regulatory policy changes on market efficiency

Review of Pacific Basin Financial Markets and Policies

Volumn 10, Issue 3, 2007, Pages 309-328

  Lu, Changjiang ^a   Wang, Kemin ^a   Chen, Haiwei ^b   Chong, James ^c  

^a FUDAN UNIVERSITY   (China)

^b CALIFORNIA STATE UNIVERSITY   (United States)

^c CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

China B shares; GARCH; Market efficiency; Market integration

Indexed keywords

EFFICIENCY MEASUREMENT; FOREIGN DIRECT INVESTMENT; MARKET DEVELOPMENT; STOCK MARKET;

ASIA; CHINA; EURASIA; FAR EAST;

EID: 34548714626     PISSN: 02190915     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219091507001082     Document Type: Article

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