Do extreme returns matter in emerging markets? : evidence from the Chinese stock market
Year of publication: |
March 2017
|
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Authors: | Nartea, Gilbert V. ; Kong, Dongmin ; Wu, Ji |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 76.2017, p. 189-197
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Subject: | Cross-section of stock returns | Extreme returns | Predictability | China | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Volatilität | Volatility |
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