Evidence from the Shanghai|Hong Kong Stock Connect program

Evidence from the Shanghai-Hong Kong Stock Connect program

Connected stocks in the Shanghai Stock Exchange experience significant value appreciation of 1.8% over a seven-day announcement window.

Evidence from the Shanghai-Hong Kong Stock Connect Program

Our findings imply that opening the markets to more sophisticated foreign investors is associated with higher competition and more cross-market ...

Evidence from the Shanghai-Hong Kong Stock Connect Program in ...

We found that market liberalization reduces tax avoidance by approximately 13.1%. This result is robust under parallel trend examination, falsification test.

Evidence from the Shanghai-Hong Kong Stock Connect Program

The Shanghai-Hong Kong Stock Connect (SHHKConnect) program opens China's stock market to foreign investors and offers a natural experiment to in- vestigate this ...

Evidence from the Shanghai-Hong Kong Stock Connect Program

Our findings imply that opening the markets to more sophisticated foreign investors is associated with higher competition and more cross‐market arbitrage ...

Evidence From The Shanghai–Hong Kong Stock Connect Program

We find that market liberalization leads to lower quoted spread, lower effective spread, lower market depth, and higher short‐term volatility.

Evidence on Stock Market Bubbles from the Shanghai-Hong Kong ...

However, the Stock Connect program is not a perfectly free channel for arbitraging the price gaps between the fundamentally identical A and H ...

Evidence from the Shanghai-Hong Kong Stock Connect Program

Abstract ... The beta effect on stock prices is stronger for stocks with higher beta-to-idiosyncratic variance ratios and is reversed within three ...

How do foreign investors affect China's stock return volatility ...

This paper examines the influence of foreign investors on the stock return volatility via the Shanghai- Hong Kong Stock Connect Program (SHSCP).

The effect of overseas investors on local market efficiency

The Shanghai–Hong Kong Stock Connect (hereafter, SH–HK Stock Connect) was launched in 2014, whereas the Shenzhen–Hong Kong Stock Connect was ...

The Stock Connect to China - National Bureau of Economic Research

Demand shock, speculative beta, and asset prices: Evidence from the shanghai-hong kong stock connect program. Journal of Banking and Finance 126:106102 ...

Evidence From the Shanghai (Shenzhen)–Hong Kong Stock Connect

Using the Shanghai (Shenzhen)–Hong Kong Stock Connect program as a natural experiment that exogenously increases non-segmented foreign ownership ...

How do foreign investors affect China's stock return volatility ...

How do foreign investors affect China's stock return volatility? Evidence from the Shanghai-Hong Kong Stock Connect Program · Full Article · Figures & data ...

STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE ...

We study the impact of capital market openness on high-frequency market quality in China. The Shanghai–Hong Kong Stock Connect program ...

THE THROUGH TRAIN: STOCK CONNECT'S IMPACT AND FUTURE

Stock Connect investors will also have to adapt to a Chinese prohibition on day trading. Hong Kong and foreign investors buying SSE shares via the program may ...

The Shanghai-Hong Kong Stock Connect programme

On 10 April 2014, the China Securities Regulatory Commission (CSRC) and the Securities and Futures Commission (SFC) of Hong Kong SAR announced ...

Stock Connect - HKEX

Stock Connect is a Mutual Market Access programme through which investors in the Mainland China and Hong Kong can trade and settle shares listed on the other ...

The Impact of Shanghai-Hong Kong Stock Connect on the ...

The effectiveness of price limits and stock characteristics: Evidence from the Shanghai and Shenzhen stock ... Shanghai-Hong Kong Stock Connect Program, ...

Evidence from the Shanghai-Hong Kong Stock Connect Program

Request PDF | On Jan 1, 2020, Ke Xu and others published Stock Market Openness and Market Quality: Evidence from the Shanghai-Hong Kong Stock Connect ...

The Stock Connect to China - Becker Friedman Institute

idence from the Shanghai-Hong Kong. Stock Connect program.” Journal of. Banking and Finance, 126: 106102. I, 1. Ma, Chang, John H Rogers, and Sili. Zhou. 2021 ...