Information updating and the bounce-back effect of stock market returns
Sainan Huang and Songlin Zeng
| Year of publication: |
2016
|
|---|---|
| Authors: | Huang, Sainan ; Zeng, Songlin |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 6.2016, 1, p. 96-107
|
| Subject: | Bounce-back effect | Markov-Switching model | Stock market returns | Volatility feedback | Kapitaleinkommen | Capital income | Volatilität | Volatility | 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: | 10.1108/CFRI-06-2015-0100 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011722602