The initial return and its conditional return volatility : evidence from the Chinese IPO market
M. Monica Hussein; Zhong-Guo Zhou
| Year of publication: |
2014
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|---|---|
| Authors: | Hussein, M. Monica ; Zhou, Zhong-guo |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 17.2014, 4, p. 1-32
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| Subject: | Chinese IPO underpricing | monthly initial return | conditional return volatility | model specification | auto- and cross-correlations | time series and cross-sectional analysis | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsengang | Initial public offering | China | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010474387