Asset pricing, jump risk, and China's B-share discount puzzle
Year of publication: |
2013
|
---|---|
Authors: | Zhou, Haigang ; Zhu, John Qi |
Published in: |
International journal of financial services management : IJFSM. - Olney, Bucks. : Inderscience Enterprises, ISSN 1460-6712, ZDB-ID 2193369-8. - Vol. 6.2013, 4, p. 352-366
|
Subject: | jump risk | China's B-share discount puzzle | realised volatility | Brownian | financial services management | systematic risks | China | Volatilität | Volatility | CAPM | Risiko | Risk | Risikoprämie | Risk premium | Diskontierung | Discounting | Börsenkurs | Share price | Finanzdienstleistung | Financial services |
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