Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Jing Yao, Yiwen Yang
| Year of publication: |
2023
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|---|---|
| Authors: | Yao, Jing ; Yang, Yiwen |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 129.2023, p. 1-13
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| Subject: | Feedback trading | Idiosyncratic volatility | Implicit government guarantees | Mean-variance relation | Risk-return tradeoff | Serial correlation | Volatilität | Volatility | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | China | Börsenkurs | Share price | Korrelation | Correlation | Autokorrelation | Autocorrelation | Risiko | Risk | Schätzung | Estimation | Risiko-Ertrags-Verhältnis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2023.106552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472100