Market Timing of Dual Listed with Issue Regulation

摘要：

With the dual listed sample between 2001 and 2008, we focus on the behavior of market timing when H shares’ return domestic market under the long-term regulation environment. We find regulation environment and market condition are two important and significant factors which influent the timing motivation. We further find that the exchange rate of HKD/CNY is one of key factors motivating H shares’ return.

关键词： Market Timing Dual listed Regulation

作者: WU Shuiting HUANG Weijing XU Yang

作者单位: School of Economics and Management, Southwest Jiaotong University, Chengdu, P.R.China, 610031 Intell Sichuan Top Vocational Institute of Information Technology, Chengdu, P.R.China, 611743 Intelligent Control Development Center, Southwest Jiaotong University, Chengdu, P.R.China, 610031

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-4

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）