Saturday, April 9, 2011

A Play on the Hang Seng China AH Premium Index, Which Is Poised for a Rebound

China Play Stocks submits:

China A-shares are traded in Shanghai and Shenzhen exchanges, and not available directly to foreign individual investors. China H-shares trade in Hong Kong and are open to foreign investors. The A-shares have historically traded at significant premiums to H-shares. This is because a bulk of the A-shares investors have been individual mainland retail investors who don't have many other avenues to invest their savings; remember, their savings rate is estimated to range from 35% to 50%. These Chinese retail investors are of a speculative bent and tend to chase performance, resulting in wild swings like the bubble of 2007. Mainland retail investors were limited in their ability to invest in H-shares till the recent introduction of the Qualified Domestic Institutional Investor (QDII) scheme. Short-selling was not permitted in the mainland until recently, so there was no way to arbitrage by shorting the A-shares and going long the equivalent H-shares.

The


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