The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Xiaoqun Liu, Chenji Hou, Shinan Zhu, Haiqiang Chen
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Xiaoqun ; Hou, Chenji ; Zhu, Shinan ; Chen, Haiqiang |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 83.2024, Art.-No. 102219, p. 1-19
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| Subject: | Jump measures | Limited investor attention | Overnight-intraday return components | Kapitaleinkommen | Capital income | China | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102219 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491102