A TEST OF MARKET EFFICIENCY FOR THE HONG KONG STOCK MARKETS

1979 ◽  
Vol 14 (4) ◽  
pp. 27-27
Author(s):  
Steve Dawson
Keyword(s):  
Hong Kong ◽  
Market Efficiency ◽  
Stock Markets

Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets

2017 ◽  
Vol 24 (4) ◽  
pp. 253-267
Author(s):  
Ebenezer Asem ◽  
Vishaal Baulkaran ◽  
Rossitsa Yalamova ◽  
Xiaofei Zhang
Keyword(s):  
Hong Kong ◽  
Market Efficiency ◽  
Stock Markets ◽  
Internal Market

Integrating A- and B-Share Markets in China: The Effects of Regulatory Policy Changes on Market Efficiency

2007 ◽  
Vol 10 (03) ◽  
pp. 309-328 ◽  
Author(s):  
Changjiang Lu ◽  
Kemin Wang ◽  
Haiwei Chen ◽  
James Chong
Keyword(s):  
Market Efficiency ◽  
Stock Markets ◽  
Detrimental Effect ◽  
Regulatory Policy ◽  
International Markets ◽  
Policy Changes ◽  
Foreign Investors ◽  
Price Differential ◽  
Chinese Stock Markets ◽  
A Share

We investigate the effectiveness of two recent regulatory policy changes on market efficiency in the Chinese A- and B-share markets. Overall, the opening of the B-share market to domestic Chinese investors and the limited opening of the A-share market to foreign investors increase market efficiency. The opening of the B-share market significantly reduces the price differential between A- and B-shares. Furthermore, there is no longer feedback in returns between the two markets in recent years. Our results provide evidence that there is no detrimental effect to market efficiency by integrating Chinese investors to international markets and foreign investors to the Chinese stock markets.

Market efficiency of african stock markets: A Meta-Analysis

2017 ◽  
Vol 51 (4) ◽  
pp. 69-80
Author(s):  
Emmanuel Numapau Gyamfi ◽  
Kwabena A. Kyei ◽  
Ryan Gill
Keyword(s):  
Market Efficiency ◽  
Stock Markets ◽  
Meta Analysis

Information Transmissions Among US, China and Hong Kong Stock Markets

2015 ◽  
Vol 10 (1) ◽  
pp. 27-46 ◽  
Author(s):  
Iris Yip ◽  
Andy Cheng ◽  
Raymond So
Keyword(s):  
Hong Kong ◽  
Stock Markets
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