Does low synchronicity mean more or less informative prices? : evidence from an emerging market
Year of publication: |
2020
|
---|---|
Authors: | Li, Mingsheng ; Liu, Desheng ; Peng, Hongfeng ; Zhang, Luxiu |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 51.2020, p. 1-19
|
Subject: | Chinese markets | R | Stock price informativeness | Stock return synchronicity | Börsenkurs | Share price | China | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schätzung | Estimation |
-
Uwuigbe, Olubukola Ranti, (2017)
-
Phiri, Andrew, (2017)
-
Development of stock market trend prediction system using multiple regression
Asghar, Muhammad Zubair, (2019)
- More ...
-
Political connection and its impact on equity market
Li, Mingsheng, (2022)
-
Depoliticization and market efficiency : evidence from China
Goodell, John W., (2022)
-
Is social trust a governance mechanism? : evidence from dividend payouts of Chinese firms
Goodell, John W., (2023)
- More ...