The intraday effect of nature disaster and production safety accident announcement based on high-frequency data from China’s stock markets
Ping Li and Huailin Tang, and Jingchi Liao
| Year of publication: |
2015
|
|---|---|
| Authors: | Li, Ping ; Tang, Huailin ; Liao, Jingchi |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 5.2015, 3, p. 277-302
|
| Subject: | High-frequency data | Intraday returns | Nature disaster | Production safety accident | Realized volatility | Volatilität | Volatility | Katastrophe | Disaster | China | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income |
| 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/10011391745