Strengthening the Role of the Palestine Securities Exchange In Attracting Foreign Investment

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Strengthening the Role of the Palestine Securities Exchange In Attracting Foreign Investment

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While some studies focus on the aggregated market price indices, others apply data of rms dual-listed on the A and B, or A and H markets (Chan et al. 2007; Qiao 2007). Most deploy data of daily (Chui and Kwok 1998; Kim and Shin 2000; Qiao et al. 2008) or weekly returns (Chiang et al. 2008; Qiao et al. 2007). Some authors (Chan et al. 2007) apply high frequency intra-day transaction data to circumvent the simultaneity problem. To characterize the impact of China's policy change on February 19, 2001, allowing domestic investors to trade B shares, commonly data samples are split into two sets....

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