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Market segmentation and information diffusionin China’s stock markets
Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences. McGill Univeristy, Montreal, Canada.ORCID iD: 0000-0002-8145-1000
Department of Economics, Göteborg University.
2000 (English)In: Journal of Multinational Financial Management, ISSN 1042-444X, E-ISSN 1873-1309, Vol. 10, no 3-4, 421-438 p.Article in journal (Refereed) Published
Abstract [en]

This study analyses the information diffusion between Chinese A shares (restricted todomestic investors) and B shares (restricted to foreign investors). The results show that thereis an important long-run information diffusion between A and B shares. In the Shanghaistock market, information flows from foreign to domestic investors. However, in the smallerand less liquid Shenzhen stock market, the information diffusion goes in the opposite way.The direction of the information diffusion is determined by the choice of stock exchange

Place, publisher, year, edition, pages
2000. Vol. 10, no 3-4, 421-438 p.
Keyword [en]
Information flow; Information diffusion; A and B shares; Premium
National Category
URN: urn:nbn:se:liu:diva-115029DOI: 10.1016/S1042-444X(00)00035-9OAI: diva2:793352
Available from: 2015-03-06 Created: 2015-03-06 Last updated: 2015-03-24

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