Dynamic relation of Chinese stock price-volume pre- and post- the Split Share Structure Reform : new evidence from a two-state Markov-switching approach
Dong-Hua Wang, Nan Qing and Man Lei, and Xiaohui Chang
| Year of publication: |
2015
|
|---|---|
| Authors: | Wang, Dong-Hua ; Qing, Nan ; Lei, Man ; Chang, Xiaohui |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 5.2015, 4, p. 386-401
|
| Subject: | Granger causality test | Markov-switching autoregressive model | Price-volume relationship | Split share structure reform | Kausalanalyse | Causality analysis | China | Börsenkurs | Share price | Reform | Markov-Kette | Markov chain |
| 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/10011391763