Seeking arbitrage in Chinese companies listed on HKSE & SGX : an examination of Chinese listed corporations in the regional exchanges.
This research paper seeks to examine and document key factors that might account for price differentials of Chinese company stocks that are simultaneously listed in Mainland China, Hong Kong and Singapore. The occurrence of price differentials between shares listed on the Mainland Chinese stock ex...
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sg-ntu-dr.10356-152282023-05-19T06:24:05Z Seeking arbitrage in Chinese companies listed on HKSE & SGX : an examination of Chinese listed corporations in the regional exchanges. You, Yewei. Lim, Terence Ying Fan. Liew, Krystle Tianni. Luo Jiang. Nanyang Business School DRNTU::Business::Finance::Stock exchanges This research paper seeks to examine and document key factors that might account for price differentials of Chinese company stocks that are simultaneously listed in Mainland China, Hong Kong and Singapore. The occurrence of price differentials between shares listed on the Mainland Chinese stock exchange (A-shares) and the Hong Kong stock exchange (H-shares) have been well documented and explored. However there have been no research papers so far that has documented and account for price differentials between A-Shares and shares listed on the Singapore stock exchange (S-shares). In light of the recent subprime crisis and the deterioration of the global economy, this research paper was able to empirically validate and refute various hypotheses that were brought forth in existing literature between A-shares and H-shares, as well as to replicate the findings of price differentials on Chinese companies listed on the Singapore Exchange. The paper also analyses the ramifications of the global economic recession on these price differentials and endeavours to explore whether S-shares are more attractive than H-shares on a risk-return profile, as well as to seek arbitrage opportunities that might exist between H-shares and S-shares. BUSINESS 2009-04-13T07:49:40Z 2009-04-13T07:49:40Z 2009 2009 Final Year Project (FYP) http://hdl.handle.net/10356/15228 en Nanyang Technological University 28 p. application/pdf |
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DRNTU::Business::Finance::Stock exchanges You, Yewei. Lim, Terence Ying Fan. Liew, Krystle Tianni. Seeking arbitrage in Chinese companies listed on HKSE & SGX : an examination of Chinese listed corporations in the regional exchanges. |
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This research paper seeks to examine and document key factors that might account for price differentials of Chinese company stocks that are simultaneously listed in Mainland China, Hong Kong and Singapore.
The occurrence of price differentials between shares listed on the Mainland Chinese stock exchange (A-shares) and the Hong Kong stock exchange (H-shares) have been well documented and explored. However there have been no research papers so far that has documented and account for price differentials between A-Shares and shares listed on the Singapore stock exchange (S-shares).
In light of the recent subprime crisis and the deterioration of the global economy, this research paper was able to empirically validate and refute various hypotheses that were brought forth in existing literature between A-shares and H-shares, as well as to replicate the findings of price differentials on Chinese companies listed on the Singapore Exchange.
The paper also analyses the ramifications of the global economic recession on these price differentials and endeavours to explore whether S-shares are more attractive than H-shares on a risk-return profile, as well as to seek arbitrage opportunities that might exist between H-shares and S-shares. |
author2 |
Luo Jiang. |
author_facet |
Luo Jiang. You, Yewei. Lim, Terence Ying Fan. Liew, Krystle Tianni. |
format |
Final Year Project |
author |
You, Yewei. Lim, Terence Ying Fan. Liew, Krystle Tianni. |
author_sort |
You, Yewei. |
title |
Seeking arbitrage in Chinese companies listed on HKSE & SGX : an examination of Chinese listed corporations in the regional exchanges. |
title_short |
Seeking arbitrage in Chinese companies listed on HKSE & SGX : an examination of Chinese listed corporations in the regional exchanges. |
title_full |
Seeking arbitrage in Chinese companies listed on HKSE & SGX : an examination of Chinese listed corporations in the regional exchanges. |
title_fullStr |
Seeking arbitrage in Chinese companies listed on HKSE & SGX : an examination of Chinese listed corporations in the regional exchanges. |
title_full_unstemmed |
Seeking arbitrage in Chinese companies listed on HKSE & SGX : an examination of Chinese listed corporations in the regional exchanges. |
title_sort |
seeking arbitrage in chinese companies listed on hkse & sgx : an examination of chinese listed corporations in the regional exchanges. |
publishDate |
2009 |
url |
http://hdl.handle.net/10356/15228 |
_version_ |
1770566973971759104 |