Equity market impact modeling : an empirical analysis for the Chinese market
Shiyu Han, Lan Wu and Yuan Cheng
| Year of publication: |
August 2018
|
|---|---|
| Authors: | Han, Shiyu ; Wu, Lan ; Cheng, Yuan |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 20.2017/2018, 6, p. 75-97
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| Subject: | market impact model | optimal impact | model assessment | empirical analysis | random effect | Chinese stock market | Aktienmarkt | Stock market | China | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2018.391 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011962422