Does the Capital Market Opening Improve the Price Discovery Efficiency of Stock Market? An Empirical Research Based on Shanghai-Hong Kong Stock Connect

Table 3

Correlation coefficient of main variables.

	Price_info	Delay	Open	Post
Price_info	1
Delay	0.014	1
Open	−0.0563	−0.02	1
Post	−0.007	0.2256	0.0950	1

Note: indicates significance at the 1% level, indicates significance at the 5% level, and indicates significance at the 10% level.