SSRNTrading, Microstructure & Execution
Stock Liquidity and A-H Premium in China
Stock liquidity greatly affects the price premiums of cross-linked A and H shares, with reduced liquidity in A-shares significantly reducing the AH price premium.
Featured in No. 84 on 5 Feb 2025 · 20 days after release
- Released
- 16 Jan 2025
- First featured
- No. 84 · 5 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 13
- Identifier
- SSRN 5098355
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).