This paper examines the premiums paid by U.S.-listed Chinese companies in going-private transactions over the period from 2010 to 2012 and tests several incentive hypotheses for taking public companies private. Apart from the factors representing perceived difficulties and potential litigation...

We propose a more flexible range-based volatility model which can capture volatility process better than conventional GARCH approach. Considering the regime switching process is appropriate for dealing the structure change embedded in the time series data. Range-based volatility CARR model with...