The volatility and liquidity effect for cross-listing stocks－An evidence from Shanghai and Hang Seng stock markets.
碩士 === 雲林科技大學 === 財務金融系碩士班 === 98 === With the increasingly rapid pace of globalization, cross-listed has been an important financing channel for companies. However, the studies of the changes in the volatility and liquidity on the stock price after their cross-listed ,which DGM model is the first r...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85227208642773827355 |