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-share and B-share markets, respectively. We conduct an event study on the annual earnings announcements based on two dif...

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Bibliographic Details
Main Authors: GAO, Yu, TSE, Yiu Kuen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2002
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/1193
https://ink.library.smu.edu.sg/context/soe_research/article/2192/viewcontent/Gao_Tse1.pdf
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Institution: Singapore Management University
Language: English