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HSCI / HK Connect Inclusion (Mar 2026): Lessons from a Sep 2025 Retrospective Event Study

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396 Views15 Feb 2026 23:49
A retrospective study of the Sep 2025 HK Connect event reveals where the alpha sat, when mean reversion kicks in, and how Connect inflows and shorts shape post-implementation returns.
What is covered in the Full Insight:
  • HSCI / HK Connect Inclusion Overview
  • Significance of Review Results
  • Analysis of Sep 2025 Cycle
  • Key Findings and Patterns
  • Appendix: Performance Statistics
SUMMARY
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