Can volume be more informative than prices? : evidence from Chinese housing markets
Year of publication: |
2023
|
---|---|
Authors: | Yang, Jian ; Tong, Meng ; Yu, Ziliang |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 61.2023, 2, p. 633-672
|
Subject: | Connectedness | Daily data | Housing markets | Spillover index | Volume | Immobilienpreis | Real estate price | Wohnungsmarkt | Housing market | China | Immobilienmarkt | Real estate market | Handelsvolumen der Börse | Trading volume | Spillover-Effekt | Spillover effect |
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