CN's Blog - Comments

CN: Stock Market Efficiency Papers

nospam@example.com (CN) — Tue, 23 Oct 2007 18:08:05 -0700

In response to your other questions, I chose the HK market because after a quick search I found could gather the most data for it. I think it will be a good starting place for my research, but I also don't intend to do all of my regressions on just one market. The "Shanghai premium" was something I found through my research, but it will be difficult to examine because it is so recent and new data is coming in everyday.

CN: Stock Market Efficiency Papers

nospam@example.com (CN) — Tue, 23 Oct 2007 17:18:28 -0700

I will post a journal entry in response to your question. I actually did some research and found some triple-listed stocks (NYSE, HSE, and SSE) and calculated their premiums.

Meesun: Stock Market Efficiency Papers

nospam@example.com (Meesun) — Tue, 23 Oct 2007 16:36:36 -0700

Hey, just wondering why you were looking at Hang Seng (or were going to, according to earlier posts).. is it because you want to look at the "Shanghai premium" issue?

I guess that thing about a particular stock exchange premium is very interesting, because although it is S-D issue, I wonder whether a more or less similar (although to a much lesser degree, im sure) thing happens at all with stockss of a same company listed both in NYSE and HSE, or LSE and NYSE, whatever.. not consistently, but sometimes?

Meesun: Plans for this Weekend

nospam@example.com (Meesun) — Mon, 24 Sep 2007 15:40:39 -0700

Busy weekend... good luck