Market Segmentation and Information Values of Earnings Announcements: Some Empirical Evidence from an Event Study on the Chinese Stock Market

Market Segmentation and Information Values of Earnings Announcements: Some Empirical Evidence from an Event Study on the Chinese Stock Market

This paper investigates the trading activities of two distinct classes of shareholders, namely, the Chinese domestic investors and the foreign investors in the segmented Chinese A- and B-share markets, respectively. We conduct an event study on the annual earnings announcements based on two differen...

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Bibliographic Details
Main Authors: GAO, Y., TSE, Yiu Kuen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2004
Subjects:
Earnings announcement
Event study
Market segmentation
Econometrics
Finance
Online Access:https://ink.library.smu.edu.sg/soe_research/452
https://ink.library.smu.edu.sg/context/soe_research/article/1451/viewcontent/Market_segmentation_and_information_values_2004.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/soe_research/452
https://ink.library.smu.edu.sg/context/soe_research/article/1451/viewcontent/Market_segmentation_and_information_values_2004.pdf

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