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홍콩과 중국에 교차상장한 회사의 주가 동조화에 대한 실증연구
Empirical study on the co-movements for cross-listed equities in Hong Kong and China

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Authors
Zheng, Hao
Advisor
최혁
Issue Date
2010
Publisher
서울대학교 대학원
Keywords
교차상장Cross-listing주가동조화Stock price comovement공적분CointegrationVECMVECM변동성전이효과Volatility spillover effectGARCHGARCH
Description
학위논문(석사) --서울대학교 대학원 :경영학과(재무관리전공),2010.2.
Language
Korean
URI
http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000032967

http://hdl.handle.net/10371/64412
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College of Business Administration/Business School (경영대학/대학원)Dept. of Business Administration (경영학과)Theses (Master's Degree_경영학과)
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