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A股与H股市场分割状况的实证检验

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摘要 文章实证研究了A股和H股的市场分割情况。研究发现:我国A+H股之间联动关系比较紧密,股权分置改革前后都存在一定程度的协整关系及Granger因果关系,且股改后存在协整关系、双向信息流动的个股增多,我国内地和香港市场之间的分割关系随着时间正在逐步发生变化,是介于从半分割向无分割过渡的一种情况。
出处 《当代经济》 2009年第8期156-157,共2页 Contemporary Economics
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