Essays about: "Dandan Xu"
Found 1 essay containing the words Dandan Xu.
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1. Modeling Price Differentials between A Shares and H Shares on the Chinese Stock Market
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In this paper, we model the price differentials between A shares and H shares in the Chinese stock markets with both macroeconomic factors and firm specific factors, which successfully explain the A share price premium. Discounts of H-share prices relative to A-share prices are related to the contemporaneous movements of the H-share local market index relative to the A-share local market index, the spread of interest rates and inflation rates between Hong Kong and mainland China as well as firm size, liquidity and volatility of the stock. READ MORE
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