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Showing 1 to 1 of 1 for “"earnings momentum, price momentum, regime-switching, discount, illiquidity, transparency"”.
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Two Essays on Investment
… looks at the time-varying relationship between earnings and price momentum, and the other looks at how liquidity and transparency affect the pricing differential between Chinese A-and Hong Kong H-share.</p> <p>The first essay presented in Chapter I investigates the time varying relationship …