Panel Cointegration of Chinese A and B Shares

Niklas Ahlgren, Bo Sjö, Jianhua Zhang

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publication Chinese A and B shares, Market segmentation, Information flow, Panel unit root and cointegration tests
Number of pages35
Place of PublicationGothenburg
PublisherSchool of Business, Economics and Law, University of Gothenburg
Publication date2008
Publication statusPublished - 2008
MoE publication typeA3 Book chapter

Publication series

NameSchool of Business, Economics and Law, University of Gothenburg. Working Papers in Economics
ISSN (Print)1403-2473
ISSN (Electronic)1403-2465

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