Hedging or speculation : what can we learn from the volume-return relationship?
Lin Huang and Dayong Zhang (Research Institute of Economics and Management, Southwestern University of Finance and Economics, Chengdu, China)
| Year of publication: |
November-December 2015
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| Authors: | Huang, Lin ; Zhang, Dayong |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 6, p. 1117-1128
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| Subject: | Chinese stock market | information asymmetry | Markov switching | stock return | trading volume | Aktienmarkt | Stock market | China | Hedging | Asymmetrische Information | Asymmetric information | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Spekulation | Speculation | Schätzung | Estimation | Börsenkurs | Share price | Markov-Kette | Markov chain |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2015.1080501 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011561233