Essays about: "Qing Zhu"
Found 1 essay containing the words Qing Zhu.
-
1. Does Noise Trader Risk Repel Arbitrageurs? Evidence from Chinese A-H Share Premia
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : What causes the Chinese A-H share premia puzzle? A-shares enjoy a premium over corresponding H-shares on average by 125%, despite the same rights and dividends. The existing hypotheses such as differential risk, differential demand, liquidity, and asymmetric information cannot successfully account for the great magnitude of inflated A-share prices and are also inconsistent with our sample from 2014-2019. READ MORE
Result pages:
1