| 摘要 | 第3-6页 |
| Abstract | 第6-7页 |
| Chapter 1:Introduction | 第10-22页 |
| 1.1 China's Dual Listed Companies and A-H price difference | 第10-12页 |
| 1.2 An Overview of the Mainland Stock Market | 第12-14页 |
| 1.3 An Overview of the Hong Kong Stock Market | 第14-15页 |
| 1.4 The Shanghai and Hong Kong Stock Connection Policy | 第15-17页 |
| 1.5 Market Segmentation:Explanation of Market Segmentation Theory to Premium | 第17-22页 |
| Chapter 2:Literature Review | 第22-36页 |
| 2.1 The Theory of A-H Share Price Difference | 第22-28页 |
| 2.2 Research on Factors of A-B Share Price Differences | 第28-31页 |
| 2.3 Research on Factors of A-H Share Price Differences | 第31-36页 |
| Chapter 3:Empirical Model and Data | 第36-44页 |
| 3.1 Sample Selection and Data Sources | 第36-37页 |
| 3.2 The Selection of Variables of the Model and Description | 第37-42页 |
| 3.3 Description of the variables in the model | 第42-43页 |
| 3.4 The Design of the Econometric Model | 第43-44页 |
| Chapter 4:Dynamic panel estimation results and analysis | 第44-53页 |
| 4.1 Regression Result | 第44-48页 |
| 4.2 Empirical Analysis for the Four Hypotheses | 第48-51页 |
| 4.3 Empirical Analysis for "the Shanghai and Hong Kong Stock Connection" Policy | 第51-53页 |
| Chapter 5:Conclusion and Policy Recommendations | 第53-62页 |
| 5.1 Conclusions | 第53-60页 |
| 5.2 The Deficiency and Prospect of the Research | 第60-62页 |
| Bibliography | 第62-66页 |