Asymmetric Information, Trading Volume, and Stock Return Comovements: Evidence from the Great China Cross-Listed Stocks
碩士 === 雲林科技大學 === 財務金融系碩士班 === 99 === This paper applies the Gagnon and Karolyi''s(2009) model to investigate the spillover effect from the Great China stock market, among Taiwan, Hong Kong and Mainland China.The goal of the paper is to investigate the great China whether dynamic r...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10773088262903240562 |