Impact of the Shanghai-Hong Kong Stock Connect on the Performance of A-H Pairs Trading

Zach Zhizhong Zhou, Sihan Kang. Impact of the Shanghai-Hong Kong Stock Connect on the Performance of A-H Pairs Trading. In Helmut Krcmar, Jane Fedorowicz, Wai Fong Boh, Jan Marco Leimeister, Sunil Wattal, editors, Proceedings of the 40th International Conference on Information Systems, ICIS 2019, Munich, Germany, December 15-18, 2019. Association for Information Systems, 2019. [doi]

Abstract

Abstract is missing.