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Journal of Banking & Finance Vol. 24 No. 12 2000

The effect of market segmentation on stock prices: The China syndrome

Qian Sun1; Wilson H. S. Tong2,3

1 Nanyang Technological University · 2 Hong Kong University of Science and Technology · 3 University of Hong Kong

Abstract

China has an A-share market that is open only to local investors and a B-share market that is open only to foreign investors. Contrary to what has been observed in other markets with a similar segmented structure, the China B shares trade at a discount relative to the A shares. We show that the phenomenon can still be explained by basic economic principles. Specifically, the existence of the H-share and the “red-chip” markets in Hong Kong provide good substitutes for the B-share market. We find that when more H shares and red chips are listed in Hong Kong, the B-share discount becomes larger. This is consistent with the model of differential demand elasticity proposed by Stulz and Wasserfallen (Stulz, R., Wasserfallen, W., 1995. Review of Financial Studies 8, 1019–1057).

DOI
10.1016/s0378-4266(99)00121-1
Volume
24
Issue
12
Pages
1875-1902
Language
en
Sources
openalex crossref bibtex:phds-export.bib

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