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Stock Prices in a Speculative Market: The Chinese Split-Share Reform

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Author Info
Andrea Beltratti (Bocconi University)
Bernardo Bortolotti (Fondazione Eni Enrico Mattei and Università di Torino)
Marianna Caccavaio (Bocconi University)

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Abstract

In 2005-2006 China reformed its stock market by eliminating non-tradable shares. The regulator set general guidelines and then assigned responsibility for implementation to each company. We derive relations that should have been followed by the prices of stocks and exploit a company-level data set to compare the actual and the theoretical price reactions. We find evidence for abnormal returns both before the beginning of the reform and during the reform. Cross-sectionally, abnormal returns are associated mainly with turnover and compensation. This shows that in a speculative market, investors do not properly react to unambiguous corporate actions.

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Publisher Info
Paper provided by Fondazione Eni Enrico Mattei in its series Working Papers with number 2009.15.

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Date of creation: Feb 2009
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Handle: RePEc:fem:femwpa:2009.15

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Related research
Keywords: Speculation; Chinese Stock Market; Market segmentation; Event study; Market Efficiency;

Find related papers by JEL classification:
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
N25 - Economic History - - Financial Markets and Institutions - - - Asia including Middle East

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This page was last updated on 2009-11-6.


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