The Impact of “Shanghai-Hong Kong Stock Connect Program” on the Commonality in Liquidity, Turnover, Return of Shanghai and Hong Kong Stock Markets

碩士 === 國立交通大學 === 財務金融研究所 === 104 === This study aims to explore how commonality in liquidity, commonality in turnover and commonality in return varies in time-series and to reconcile with previous studies that demand-side factors exert significant influence on the commonality in liquidity. In this...

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Bibliographic Details
Main Authors: Chai, Jia-Qi, 柴佳琦
Other Authors: Yu, Min-Teh
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/jsdexh