An empirical analysis of the volatility in the open-end fund market : evidence from China
Year of publication: |
2013
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Authors: | Xie, Shiqing ; Huang, Xichen |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, Suppl.4, p. 150-162
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Subject: | leverage effect | open-end fund | persistence | risk premium | volatility | Volatilität | Volatility | China | Risikoprämie | Risk premium | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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