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

Ekonomisk statistik, Helsingfors

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Kapitel › Vetenskaplig › Peer review

Originalspråk	Engelska
Titel på värdpublikation	Chinese A and B shares, Market segmentation, Information flow, Panel unit root and cointegration tests
Antal sidor	35
Utgivningsort	Gothenburg
Förlag	School of Business, Economics and Law, University of Gothenburg
Utgivningsdatum	2008
Status	Publicerad - 2008
MoE-publikationstyp	A3 Del av bok eller annat samlingsverk

Publikationsserier

Namn	School of Business, Economics and Law, University of Gothenburg. Working Papers in Economics
Nummer	300
ISSN (tryckt)	1403-2473
ISSN (elektroniskt)	1403-2465

Åtkomst av dokument

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

OpenUrl-tillgänglighet

Fulltext

COINTEGRATION OF CHINESE A AND B SHARES
Ahlgren, N. (Projektledare, akademisk)
01.10.2002 → 31.12.2008
Projekt: Externt finansierat projekt

Citera det här

Ahlgren, N., Sjö, B., & Zhang, J. (2008). Panel Cointegration of Chinese A and B Shares. I 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; Nr. 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).

@inbook{904c98e36d954e4caf59b05a2d42d389,

title = "Panel Cointegration of Chinese A and B Shares",

author = "Niklas Ahlgren and Bo Sj{\"o} and Jianhua Zhang",

year = "2008",

language = "English",

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

publisher = "School of Business, Economics and Law, University of Gothenburg",

number = "300",

booktitle = "Chinese A and B shares, Market segmentation, Information flow, Panel unit root and cointegration tests",

address = "Sweden",

}

Ahlgren, N, Sjö, B & Zhang, J 2008, Panel Cointegration of Chinese A and B Shares. i 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, nr. 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; Nr. 300).

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Kapitel › Vetenskaplig › Peer review

TY - CHAP

T1 - Panel Cointegration of Chinese A and B Shares

AU - Ahlgren, Niklas

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 -

Panel Cointegration of Chinese A and B Shares

Publikationsserier

Åtkomst av dokument

OpenUrl-tillgänglighet

Projekt

COINTEGRATION OF CHINESE A AND B SHARES

Citera det här