The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market
| Year of publication: |
2007
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|---|---|
| Authors: | Wang, Yuenan ; Iorio, Amalia Di |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 29.2007, 2, p. 181-203
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| Publisher: |
Springer |
| Subject: | Chinese stock market | Market integration | GARCH model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005673901