ARCH effects, trading volume and the information flow interpretation : empirical evidence from the Chinese stock markets
Renzeng Wang and Jean J. Chen
| Year of publication: |
2012
|
|---|---|
| Authors: | Wang, Renzeng ; Chen, Jean J. |
| Published in: |
Journal of Chinese economic and business studies. - Abingdon : Routledge, ISSN 1476-5284, ZDB-ID 2109541-3. - Vol. 10.2012, 2, p. 169-191
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| Subject: | ARCH effects | information flow interpretation | volume variants | contrast equity group | Handelsvolumen der Börse | Trading volume | China | Informationsverbreitung | Information dissemination | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Schätzung | Estimation | Kapitaleinkommen | Capital income | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009570509