Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Qiaoqi Lang, Jiqian Wang, Feng Ma, Dengshi Huang and Mohamed Wahab Mohamed Ismail
| Year of publication: |
2023
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|---|---|
| Authors: | Lang, Qiaoqi ; Wang, Jiqian ; Ma, Feng ; Huang, Dengshi ; Wahab Mohamed Ismail, Mohamed |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1401, ZDB-ID 2589380-4. - Vol. 13.2023, 2, p. 263-284
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| Subject: | Baidu index | High-frequency data | Internet forum | Internet information | Realized volatility forecasting | Internet | Volatilität | Volatility | China | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | 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-03-2021-0047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014312401