And the research paper use granger test to research the Granger cause and does not Granger between H shares and A shares after H shares return to A share market.

This paper uses multivariate regression model to investigate the IPO underpricing in the H-shares market.

The Stage Difference on Co-movement of Stock Indices Analysis Based on VEC MODEL——An Example of A shares,H shares and Hang Seng Indices

Sampling the net profits dually reported by companies which are dually listed in respective markets of "A shares" and "H shares.

Through an empirical analysis, this paper attempts to study the phenomenon of H shares discount of dual-listed company s in order to find out the key factors affecting H shares discount and its degree.

A Study on the Current Status and Prospect of H Shares in Hong Kong;

Imposing GARCH(1,1)-MA(1) model,the results show that H Shares have limited significant bidirectional influence but B Shares have obvious single directional influence in spil.

This paper makes a pragmatic study on discount rate of H shares relating to A shares, taking 29 dual-listing companies in A and H shares markets as samples by means of the Econometrics.

For institutional reasons, market segmentation has been a hot issue in China: The stock market consists of A-share, B-share and H-share simultaneously, with varying prices.

Viewing from related literatures in and abroad, most of these researches focus on B-share or H-share discount.