淡江大學機構典藏:Item 987654321/122908
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    題名: The Cross-Border Price Discovery and the Shanghai-Hong Kong Stock Connect
    作者: Lin, Chun-I;Chiang, Kuan-Yi;Lee, Ming-Chih;Lee, Yen-Hsien
    關鍵詞: Price Discovery;Shanghai-Hong Kong Stock Connect
    日期: 2021-03-21
    上傳時間: 2023-04-28 16:25:58 (UTC+8)
    出版者: Scientific Press International Limited
    摘要: This study mainly investigates the price discovery relationship between stock and futures markets and the cross-border price discovery relationship between Chinese and Hong Kong markets after the launch Shanghai-Hong Kong Stock Connect Progress. We find that this progress increases the speed of adjustment from the long-term equilibrium in the Chinese spot and futures markets. Moreover, the price discovery process mainly happens in Hong Kong’s spot and futures markets. Final, cross-border price discovery is from Hong Kong to China after this progress. JEL classification numbers: G15, G18
    關聯: Advances in Management and Applied Economics 11(3), P. 13-28
    DOI: 10.47260/amae/1132
    顯示於類別:[財務金融學系暨研究所] 期刊論文

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