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
Number300
ISSN (Print)1403-2473
ISSN (Electronic)1403-2465

Projects

COINTEGRATION OF CHINESE A AND B SHARES

Ahlgren, N.

01.10.200231.12.2008

Project: Externally funded project

Cite this

Ahlgren, N., Sjö, B., & Zhang, J. (2008). Panel Cointegration of Chinese A and B Shares. In Chinese A and B shares, Market segmentation, Information flow, Panel unit root and cointegration tests (School of Business, Economics and Law, University of Gothenburg. Working Papers in Economics; No. 300). School of Business, Economics and Law, University of Gothenburg. http://hdl.handle.net/2077/9996