Market segmentation and foreign share discount in China

DOI10.1023/A:1010028227320zbMATH Open1153.91728OpenAlexW32735535MaRDI QIDQ1000490FDOQ1000490

Authors: Dongwei Su 

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010028227320

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Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cited In (3)

• MARKET SEGMENTATION AND NOISE TRADER RISK
• Analysis of price differences between A and H shares
• Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach

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