Asset pricing, jump risk, and China's B-share discount puzzle
Haigang Zhou; John Qi Zhu
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhou, Haigang ; Zhu, John Qi |
| Published in: |
International journal of financial services management : IJFSM. - Olney, Bucks. : Inderscience Enterprises, ISSN 1460-6712, ZDB-ID 2193369-8. - Vol. 6.2013, 4, p. 352-366
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| Subject: | jump risk | China's B-share discount puzzle | realised volatility | Brownian | financial services management | systematic risks | China | Volatilität | Volatility | CAPM | Risiko | Risk | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Finanzdienstleistung | Financial services | Börsenkurs | Share price |
| 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/10010483943