Examining Chinese volume-volatility nexus : a regime-switching perspective
Zhenxin Wang, Shaoping Wang, Yayi Yan, Yingcun Xia
| Year of publication: |
2025
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|---|---|
| Authors: | Wang, Shaoping ; Yan, Yayi ; Xia, Yingcun |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 144.2025, Art.-No. 106983, p. 1-12
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| Subject: | Leverage effect | Regime-switching model | Sequential Information Arrival Hypothesis | Stock return volatility | Trading volume | Volatilität | Volatility | Kapitaleinkommen | Capital income | Schätzung | Estimation | China | Handelsvolumen der Börse | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2024.106983 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195150