Price disparity between Chinese A- and H-shares: Dividends, currency values, and the interest rate differential
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DOI: 10.1016/j.gfj.2021.100619
Abstract: Abstract We provide new evidence on price disparity between Chinese A- and H-shares for cross-listed companies in the period 2006–2019. Our panel-data results show that the A-share price premium is negatively related to cash dividends… read more here.
Keywords: currency; currency values; price; price disparity ... See more keywords