Does Hong Kong government intervention stabilise the stock market? Analysis of the trading volume and volatility
Year of publication: |
2007
|
---|---|
Authors: | Su, Yuli ; Yip, Yewmun |
Published in: |
Global Business and Economics Review. - Inderscience Enterprises Ltd. - Vol. 9.2007, 1, p. 38-61
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | stock markets | government intervention | Exponential Generalised Auto-Regressive-Conditional Heteroskedasticity | EGARCH | trading volumes | volatility | stabilisation | information-based variance theory | Hong Kong | Hang Seng Index |
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