Herding and Style Investing in China and Hong Kong Stock Market During Shanghai-Hong Kong Stock Connect
碩士 === 嶺東科技大學 === 財務金融系碩士班 === 104 === This study investigates the herding and style investing between China and Hong Kong stock market during the Shanghai-Hong Kong Stock Connect. We find that Chinese stocks with small scale and low market-to-book ratio, as well as large scale stocks from Hong Kong...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2016
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Online Access: | http://ndltd.ncl.edu.tw/handle/83015734940469548731 |