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...

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Bibliographic Details
Main Authors: LYU,YI-RU, 呂依儒
Other Authors: LAIH,YIH-WENN
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/83015734940469548731