Return and Liquidity Comovement in the Shanghai and Hong Kong Stock Connect
| dc.contributor.author | Ji, Zhi | |
| dc.contributor.supervisor | Robert Durand | en_US |
| dc.contributor.supervisor | Priyantha Mudalige | en_US |
| dc.date.accessioned | 2022-08-26T04:15:03Z | |
| dc.date.available | 2022-08-26T04:15:03Z | |
| dc.date.issued | 2022 | en_US |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/89255 | |
| dc.description.abstract |
Using the liquidity and comovement measures, the study examines whether the Shanghai- Hong Kong Stock Connect drives the comovement in return and liquidity between Shanghai and Hong Kong stock exchange from 2017-2019. The study is bases on hourly trading activities of 100 Shanghai stocks and 100 Hong Kong stocks, and the effect of exchange rate (HKD/CHY), to analyse the comovement in return and liquidity between two stock exchanges from 2017-2019 by Malceniece et al., (2019)’s methodologies. | en_US |
| dc.publisher | Curtin University | en_US |
| dc.title | Return and Liquidity Comovement in the Shanghai and Hong Kong Stock Connect | en_US |
| dc.type | Thesis | en_US |
| dcterms.educationLevel | PhD | en_US |
| curtin.department | School of Accounting, Economics and Finance | en_US |
| curtin.accessStatus | Open access | en_US |
| curtin.faculty | Business and Law | en_US |