信息不对称与H股折价关系的定量研究
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财经研究 2004 年 第 30 卷第 04 期, 页码：40 - 50
摘要
参考文献
摘要
在中国,外资股市场上的股票价格比相同公司在A股市场上的股票价格要低,这就是所谓的外资股"折价"现象,本文以A股、H股双重上市公司的H股折价现象为研究对象,通过实证分析,寻找影响折价及其程度的关键性因素。研究表明信息不对称因素是影响H股折价程度的关键性因素之一,并且A股、H股市场间的信息不对称存在着方向性。
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[5]YuningLi,JosephF.Greco,BettyChavis.Lead-lagrelationsbetweenasharesandHsharesinTheChinesestockmarkets[Z].www.NBER.com,2000.
[2]C.BergstromandEllentang Pricedifferentialsbetweendifferentclassesofstock:AnempiricalstudyonChinesestockmarkets[J].JournalofMultinationalFinancialManagement,2001,11,407～426.
[3]Chen,G.M.,Bong-SooLeeandOliverRui.ForeignownershiprestrictionsandmarketsegmentationinChina'sstockmarkets[J].TheJournalofFinancialResearch,2001,24,1,133～155.
[4]QianSunandWilsonH.S.Tong.Theeffectofmarketsegmentationonstockprices:TheChinesesyndrome[J].JournalofBankingandFinance,2000,24,1875～1902.
[5]YuningLi,JosephF.Greco,BettyChavis.Lead-lagrelationsbetweenasharesandHsharesinTheChinesestockmarkets[Z].www.NBER.com,2000.
引用本文
刘昕. 信息不对称与H股折价关系的定量研究[J]. 财经研究, 2004, 30(4): 40–50.
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