Integration versus segmentation in China's stock market : an analysis of time-varying beta risks
Hong Li
| Year of publication: |
2013
|
|---|---|
| Authors: | Li, Hong |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 25.2013, p. 88-105
|
| Subject: | Asset pricing | Stock market integration | Time-varying systematic risk | Kalman smoothing | Regime switching | Aktienmarkt | Stock market | China | CAPM | Betafaktor | Beta risk | Marktintegration | Market integration | Portfolio-Management | Portfolio selection | Zustandsraummodell | State space model | Kapitaleinkommen | Capital income |
| 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/10009762803