Return and Liquidity Comovement in the Shanghai and Hong Kong Stock Connect

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Return and Liquidity Comovement in the Shanghai and Hong Kong Stock Connect

Using the liquidity and comovement measures, the study examines whether the Shanghai- Hong Kong Stock Connect drives the comovement in return and liquidity between Shanghai and Hong Kong stock exchange from 2017-2019. The study is bases on hourly trading activities of 100 Shanghai stocks and 100 Hon...

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Bibliographic Details
Main Author:	Ji, Zhi
Format:	Thesis
Published:	Curtin University 2022
Online Access:	http://hdl.handle.net/20.500.11937/89255

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