International volatility risk and Chinese stock return predictability
Jian Chen, Fuwei Jiang, Yangshu Liu, Jun Tu
| Year of publication: |
February 2017
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|---|---|
| Authors: | Chen, Jian ; Jiang, Fuwei ; Liu, Yangshu ; Tu, Jun |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 70.2017, p. 183-203
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| Subject: | Return predictability | Implied volatility | Chinese stock market | ICAPM | Liquidity risk | Volatilität | Volatility | China | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2016.08.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011752322