Panel Cointegration of Chinese A and B Shares

Niklas Ahlgren; Bo Sjö; Jianhua Zhang

Panel Cointegration of Chinese A and B Shares

Niklas Ahlgren, Bo Sjö, Jianhua Zhang

Statistics, Helsinki

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	Chinese A and B shares, Market segmentation, Information flow, Panel unit root and cointegration tests
Number of pages	35
Place of Publication	Gothenburg
Publisher	School of Business, Economics and Law, University of Gothenburg
Publication date	2008
Publication status	Published - 2008
MoE publication type	A3 Book chapter

Publication series

Name	School of Business, Economics and Law, University of Gothenburg. Working Papers in Economics
Number	300
ISSN (Print)	1403-2473
ISSN (Electronic)	1403-2465

Access to Document

http://hdl.handle.net/2077/9996

Projects

1 Finished

COINTEGRATION OF CHINESE A AND B SHARES

Ahlgren, N.

01.10.2002 → 31.12.2008

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

Ahlgren, Niklas ; Sjö, Bo ; Zhang, Jianhua. / Panel Cointegration of Chinese A and B Shares. Chinese A and B shares, Market segmentation, Information flow, Panel unit root and cointegration tests. Gothenburg : School of Business, Economics and Law, University of Gothenburg, 2008. (School of Business, Economics and Law, University of Gothenburg. Working Papers in Economics; 300).

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language = "English",

series = "School of Business, Economics and Law, University of Gothenburg. Working Papers in Economics",

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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, Gothenburg. <http://hdl.handle.net/2077/9996 >

Panel Cointegration of Chinese A and B Shares. / Ahlgren, Niklas; Sjö, Bo; Zhang, Jianhua.

Chinese A and B shares, Market segmentation, Information flow, Panel unit root and cointegration tests. Gothenburg : School of Business, Economics and Law, University of Gothenburg, 2008. (School of Business, Economics and Law, University of Gothenburg. Working Papers in Economics; No. 300).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

TY - CHAP

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AU - Sjö, Bo

AU - Zhang, Jianhua

PY - 2008

Y1 - 2008

M3 - Chapter

T3 - School of Business, Economics and Law, University of Gothenburg. Working Papers in Economics

BT - Chinese A and B shares, Market segmentation, Information flow, Panel unit root and cointegration tests

PB - School of Business, Economics and Law, University of Gothenburg

CY - Gothenburg

ER -