Firm-specific news and idiosyncratic volatility anomalies : evidence from the Chinese stock market
Year of publication: |
2022
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Authors: | Hoang Van Hai |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 10.2022, 1, Art.-No. 2127489, p. 1-21
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Subject: | anomalies | Chinese stock market | firm-specific news | idiosyncratic volatility | news idiosyncratic volatility | non-news idiosyncratic volatility | Volatilität | Volatility | Aktienmarkt | Stock market | China | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2022.2127489 [DOI] |
Classification: | G12 - Asset Pricing ; G17 - Financial Forecasting ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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