Predictive ability of low-frequency volatility measures : evidence from the Hong Kong stock markets
Christopher Gan, Gilbert V. Nartea, Ji (George) Wu
| Year of publication: |
2018
|
|---|---|
| Authors: | Gan, Christopher ; Nartea, Gilbert V. ; Wu, Ji |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 40-46
|
| Subject: | Asset pricing | Hong Kong stock markets | Idiosyncratic volatility | Maximum weekly returns | Total volatility | Weekly data | Volatilität | Volatility | Hongkong | Hong Kong | Aktienmarkt | Stock market | Börsenkurs | Share price | CAPM | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012005426