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Two Essays In Financial Economics, Eric J. Osmer
Two Essays In Financial Economics, Eric J. Osmer
University of New Orleans Theses and Dissertations
This dissertation consists of two essays: the first investigates informed trading in the Chinese stock exchanges, and the second examines the persistency of correlation of currency future prices.
For the first essay, using a sample of Chinese firms dual-listed in both the China mainland stock exchange and the Hong Kong stock exchange, I investigate the two types of informed trading - insider trading and trading derived from better analysis in the A-and H-share markets. The results suggest that H-shares have relatively more informed trading based on better analysis. In addition, the results from the firm size regression can also be …