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Capturing the Chinese A-shares and H-shares Price Anomaly Event Code: 170510LU
Date 10-May-2017
Time 12:15 p.m. - 1:30 p.m.
Venue 14/F, BOC Group Life Assurance Tower, 136 Des Voeux Road Central, Hong Kong
Speaker(s) Mr. Eddie Pong
Regional Director, Head of Asia Pacific Research
FTSE Russell
Fee HKSFA Member(s) at HK$150.0/person
CFA Candidate(s) at HK$230.0/person
Guest(s) and Non-member(s) at HK$300.0/person
This seminar is qualified for 1 CPT hour(s), 1 CE hour(s), 0 RBV CPD hour(s)
Remarks - CFA Candidate(s) for Year 2017 only.
- Sandwiches and drinks will be provided.
- Only Visa and Master Card are accepted for online payment.
- Language: English



HKSFA has participated in the CFA Societies Global Passport Program which allows CFA society members to enjoy local society member rate at selected events like this Seminar.  If you are members of other CFA socieites and interested in joining this event, please contact HKSFA at info@hksfa.org.

  

Event Details
The law of one price is always an important topic in finance. The existence of the A-shares and H-shares markets provides the ideal arena to test the concept. Given that the A-shares and H-shares are listed for the same underlying company a single price should prevail in theory. However, empirical findings show the contrary. In this lunch, a discussion will be provided on the characteristics of the AH dual-listed stocks. In particular we are interested in answering three important research questions:
  • Do the A-shares price and H-shares price behave differently?
  • Do the new access channels including RQFII and Stock Connect have impact on the price difference?
  • How can we capture the price anomaly if any?
 
Eddie Pong, Head of Asia Research at FTSE Russell, will present the highlights from his research work on the Chinese equity market. The seminar aims to provide participants with in-depth research findings and insights on the topic of capturing the China A-shares and H-shares price anomaly.


About the Speaker

Mr. Eddie Pong
Regional Director, Head of Asia Pacific Research
FTSE Russell


Mr. Eddie Pong is the Regional Director, Head of Asia Pacific Research at FTSE Russell. He oversees the research and analytics function in Asia Pacific.
 
Previously Eddie was the Head of Research in the Engineered Investment Strategies Group at ING Investment Management. He led the research team to develop investment strategies for quantitative and index products. Eddie spent early years of his career in London where he worked as an investment manager in the Multi-Strategy team at Amundi Asset Management. He was responsible for developing equity market neutral strategies.
 
Eddie holds a Ph.D. in Finance from Lancaster University, UK. His research papers, which specialize in econometrics and forecasting, were published in several international journals.



Rating - General
(Material presented will be basic and of interest to a general audience having no background in the area.)  


Language: English


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