The pre-holiday effect in China : abnormal returns or compensation for risk?
Tian Yuan; Rakesh Gupta; Robert J. Bianchi
| Year of publication: |
2015
|
|---|---|
| Authors: | Tian, Yuan ; Gupta, Rakesh ; Bianchi, Robert J. |
| Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 18.2015, 3, p. 1-28
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| Subject: | Chinese stock market | weak-form market efficiency | pre-holiday effect | volatility | GARCH-M | China | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| 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/10011383032