Lai, Ping-fu; Huang, Haoqin; Liang, Haobin - In: Financial studies 28 (2024) 3, pp. 26-45
This treatise delves into the ramifications of the Chinese National Holiday on the Chinese stock market and its constituent industries. Employing a sophisticated analytical framework that integrates volatility and the ARMA model as control variables, this study scrutinises the significance of...