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1. Is there a difference between domestic and foreign risk premium? The case of China Stock Market. (2014). GUESMI, Khaled ; Fattoum, Salma.
   In: Working Papers.
   RePEc:ipg:wpaper:2014-089.

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2. Corporate governance and market segmentation: evidence from the price difference between Chinese A and H shares. (2013). Yang, Shiawee ; Guo, Lin ; Tang, Liang.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:41:y:2013:i:2:p:385-416.

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3. Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70.

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4. Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares. (2013). Li, Ka Fai ; Chung, Tsz-Kin ; Hui, Cho-Hoi.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:3:p:1073-1083.

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5. Integration versus segmentation in Chinas stock market: An analysis of time-varying beta risks. (2013). Li, Hong.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:25:y:2013:i:c:p:88-105.

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6. Volatility spillovers between the Chinese and world equity markets. (2012). Zhou, Xiangyi ; Zhang, Weijin.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:20:y:2012:i:2:p:247-270.

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7. A corporate governance explanation of the A-B share discount in China. (2012). Yu, Wayne W. ; Tong, Wilson H. S., .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:31:y:2012:i:2:p:125-147.

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8. Is the Chinese stock market really inefficient?. (2012). CHONG, Terence Tai Leung ; LAM, TAU-HING ; Yan, Isabel Kit-Ming.
   In: China Economic Review.
   RePEc:eee:chieco:v:23:y:2012:i:1:p:122-137.

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9. Regulatory changes, market integration and spillover effects in the Chinese A, B and Hong Kong equity markets. (2011). Buckland, Roger ; Williams, Julian ; Chen, Jing.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:19:y:2011:i:4:p:351-373.

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10. Linkages between Shanghai and Hong Kong stock indices. (2009). Zhang, Shenqiu ; Peel, David ; Paya, Ivan.
    In: Working Papers.
    RePEc:lan:wpaper:599248.

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11. Does the law of one price hold better under a flexible exchange rate system?. (2009). Bae, Sung C. ; Li, Mingsheng ; Shi, Jing.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:19:y:2009:i:4:p:306-322.

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12. Market liberalization within a country. (2009). Yan, Yuxing ; Tong, Wilson H. S., ; Sun, Qian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:1:p:18-41.

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13. Sentiment effects on Chinese share prices and savings deposits: The post-2003 experience. (2009). Burdekin, Richard ; Redfern, Luke ; BURDEKIN, RICHARD C. K., .
    In: China Economic Review.
    RePEc:eee:chieco:v:20:y:2009:i:2:p:246-261.

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14. Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares. (2008). da Veiga, Bernardo ; Chan, Felix.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:4:p:453-475.

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15. Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach. (2008). Zhu, Jie.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-15.

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16. China financial research: A review and synthesis. (2007). Thapa, Samanta ; Chan, Kam C. ; Fung, Hung-Gay.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:16:y:2007:i:3:p:416-428.

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17. Investment restrictions and the cross-border flow of information: Some empirical evidence. (2007). Bailey, Warren ; Sirodom, Kulpatra ; Mao, Connie X..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:1:p:1-25.

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18. Nonlinear bubbles in Chinese Stock Markets in the 1990s. (2006). Li, Honggang ; Ahmed, Ehsan.
    In: Eastern Economic Journal.
    RePEc:eej:eeconj:v:32:y:2006:i:1:p:1-18.

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19. Market segmentation and price differentials between A shares and H shares in the Chinese stock markets. (2006). Yan, Daying ; Li, Yuming ; Greco, Joe.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:16:y:2006:i:3:p:232-248.

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20. Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142.

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21. Information flows within and across sectors in Chinese stock markets. (2005). Yang, Jian ; Kutan, Ali.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:45:y:2005:i:4-5:p:767-780.

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22. The relationship between bid-ask spreads and holding periods: The case of Chinese A and B shares. (2005). Chung, Shifei ; Wei, Peihwang.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:15:y:2005:i:3:p:239-249.

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23. Market segmentation and information values of earnings announcements: Some empirical evidence from an event study on the Chinese stock market. (2004). Tse, Y. K. ; Gao, Y..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:13:y:2004:i:4:p:455-474.

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24. Information asymmetry and estimation risk: Preliminary evidence from Chinese equity markets. (2004). Lam, Swee-Sum ; Du, Jing.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:12:y:2004:i:3:p:311-331.

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25. Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares. (2004). Wang, Steven Shuye ; Jiang, LI.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:6:p:1273-1297.

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26. Do bears and bulls swim across oceans? Market information transmission between greater China and the rest of the world. (2004). Wang, Steven Shuye ; Firth, Michael.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:14:y:2004:i:3:p:235-254.

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27. Returns and volatility on the Chinese stock markets. (2003). Brooks, Robert ; Ragunathan, Vanitha.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:10:p:747-752.

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28. Panel Cointegration of Chinese A and B Shares. (2003). Ahlgren, Niklas ; Zhang, Jianhua ; Sjoo, Boo .
    In: Working Papers.
    RePEc:hhb:hanken:0500.

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29. China share issue privatization: the extent of its success. (2003). Tong Wilson H. S., ; Qian, Sun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:70:y:2003:i:2:p:183-222.

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30. Discounts On Illiquid Stocks: Evidence From China. (2002). Chen, Zhiwu ; Xiong, Peng.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm232.

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31. Market behavior in the presence of divergent and imperfect private information: experimental evidence from Canada, China, and the United States. (2002). Ackert, Lucy ; Zhang, Ping ; Church, Bryan K..
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:47:y:2002:i:4:p:435-450.

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32. Price differentials between different classes of stocks: an empirical study on Chinese stock markets. (2001). Tang, Ellen ; Bergstrom, Clas.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:407-426.

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33. Puzzles in the Chinese stock market. (2000). Rogers, John ; Fernald, John.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-00-13.

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34. Red chips or H shares: which China-backed securities process information the fastest?. (2000). Poon, Winnie P. H., ; Fung, Hung-Gay.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:10:y:2000:i:3-4:p:315-343.

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35. The interaction and volatility asymmetry of unexpected returns in the greater China stock markets. (2000). Yeh, Yin-Hua ; Lee, Tsun-Siou .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:11:y:2000:i:1-2:p:129-149.

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36. Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle. (2000). Hu, John Wei-Shan ; Yang, Chin-wei ; Huang, Bwo-Nung.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:9:y:2000:i:3:p:281-297.

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37. The microstructure of the Chinese stock market. (2000). Xu, Cheng Kenneth.
    In: China Economic Review.
    RePEc:eee:chieco:v:11:y:2000:i:1:p:79-97.

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38. Asset Pricing in A Segmented Emerging Market. (2000). Su, Dongwei.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:3:y:2000:n:2:p:387-412.

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39. Government as a Discriminating Monopolist in the Financial Market: The Case of China. (1999). Li, Wei ; Gordon, Roger.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7110.

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40. An empirical analysis of the equity markets in China. (1999). mookerjee, rajen ; Yu, Qiao.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:8:y:1999:i:1:p:41-60.

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41. Why does return volatility differ in Chinese stock markets?. (1999). Su, Dongwei ; Fleisher, Belton.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:7:y:1999:i:5:p:557-586.

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42. An empirical investigation of underpricing in Chinese IPOs. (1999). Su, Dongwei ; Fleisher, Belton.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:7:y:1999:i:2:p:173-202.

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43. Transparency in Chinese stocks: A study of earnings forecasts by professional analysts. (1999). Ma, Yulong ; Ang, James S..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:7:y:1999:i:2:p:129-155.

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44. Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan.
    In: Research Paper.
    RePEc:fip:fednrp:9820.

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45. Puzzles in the Chinese stock market. (1998). Rogers, John ; Fernald, John.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:619.

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46. Underpricing and aftermarket performance of IPOs in Shanghai, China. (1998). Hui, Y. V. ; Mok, Henry M. K., .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:6:y:1998:i:5:p:453-474.

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47. Asset pricing in segmented capital markets: Preliminary evidence from China-domiciled companies. (1998). Poon, Winnie P. H., ; Firth, Michael ; Fung, Hung-Gay.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:6:y:1998:i:3-4:p:307-319.

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48. The spillover effects of the trading suspension of the treasury bond futures market in China. (1998). Poon, Winnie P. H., ; Firth, Michael ; Fung, Hung-Gay.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:8:y:1998:i:2:p:205-218.

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49. Capital controls, market segmentation and stock prices: Evidence from the Chinese stock market. (1996). Ma, Xianghai.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:4:y:1996:i:2-3:p:219-239.

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50. Investment restrictions and the pricing of Korean convertible Eurobonds. (1996). Bailey, Warren ; Chung, Peter Y. ; Kag, Jun-koo.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:4:y:1996:i:1:p:93-111.

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