Asymmetric connectedness in the Chinese stock sectors : overnight and daytime return spillovers
Xianghui Yuan, Jun Long, Xiang Li, Chencheng Zhao
| Year of publication: |
2025
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|---|---|
| Authors: | Yuan, Xianghui ; Long, Jun ; Li, Xiang ; Zhao, Chencheng |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 89.2025, Art.-No. 102585, p. 1-22
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| Subject: | Asymmetric spillover | Daytime and overnight returns | Return spillover | Stock sectors | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | China | Aktienmarkt | Stock market | Industrieforschung | Industrial research |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102585 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015324785