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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2016
|
Online Access: | http://ndltd.ncl.edu.tw/handle/jsdexh |