Li Xing

University of Victoria

3800 Finnerty Rd

Victoria, British Columbia V8P 5C2

Canada

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Scholarly Papers (1)

1.

Stock Market Openness and Market Quality: Evidence from the Shanghai-Hong Kong Stock Connect Program

Journal of Financial Research, Forthcoming
Number of pages: 48 Posted: 24 Mar 2020
University of Victoria, Department of Finance, Fudan University, University of Victoria and University of Victoria
Downloads 51 (434,996)

Abstract:

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capital market openness, competition, cross-market arbitrage, bid-ask spread, effective spread, short-term volatility, Shanghai-Hong Kong Stock Connect