ARCH effects, trading volume and the information flow interpretation : empirical evidence from the Chinese stock markets
Year of publication: |
2012
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Authors: | Wang, Renzeng ; Chen, Jean J. |
Published in: |
Journal of Chinese economic and business studies. - Abingdon : Routledge, ISSN 1476-5284, ZDB-ID 2109541-3. - Vol. 10.2012, 2, p. 169-191
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Subject: | ARCH effects | information flow interpretation | volume variants | contrast equity group | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model | China | Aktienmarkt | Stock market | Informationsverbreitung | Information dissemination | Volatilität | Volatility | Schätzung | Estimation | Kapitaleinkommen | Capital income |
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