Jump risk and cross section of stock returns: evidence from China’s stock market
| Year of publication: |
2011
|
|---|---|
| Authors: | Zhou, Haigang ; Zhu, John |
| Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 35.2011, 3, p. 309-331
|
| Publisher: |
Springer |
| Subject: | Instantaneous Volatility | Diffusion-jump | Fama-MacBeth | Zero-cost | High-frequency | Tick-by-Tick | Stochastic Discount Factor |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149503