The Effect of “Shanghai-Hong Kong Stock Connect” on Shanghai and Hong Kong Stock Market
碩士 === 國立交通大學 === 管理學院財務金融學程 === 103 === 2014年中國推動上海與香港股市交易互聯互通機制,簡稱「滬港通」,以促進滬港兩地資本市場之雙向開放及發展。本研究採事件研究法,探究滬港通的重要事件日對上海及香港股市相關股票報酬率之影響。整理各事件日之實證結果顯示,在港股通方面,同時發行A、H股之香港H股(以下簡稱:A+H股(H股))之報酬率與恒生指數同向,且報酬率較恒生指數為高,而整體港股通之報酬率與恒生指數報酬率差異不大。滬股通方面,同時發行A、H股之上海A股(以下簡稱:A+H股(A股)) 報酬率與上證綜合指數報酬率同方向,但報酬率表現較低,而整體滬股通報酬率...
Main Authors: | Hsiao,Po-Ter, 蕭伯特 |
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Other Authors: | 葉銀華 |
Format: | Others |
Language: | zh-TW |
Published: |
2015
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Online Access: | http://ndltd.ncl.edu.tw/handle/42326150476412646166 |
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