News and return volatility of Chinese bank stocks
Year of publication: |
2020
|
---|---|
Authors: | Ho, Kin-Yip ; Shi, Yanlin ; Zhang, Zhaoyong |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 69.2020, p. 1095-1105
|
Subject: | Chinese stock markets | Lead-lag relations | News sentiment | Stock return volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | China | Aktienmarkt | Stock market | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Bank | ARCH-Modell | ARCH model |
-
Shi, Yanlin, (2016)
-
News sentiment and stock market volatility
Hsu, Yen-Ju, (2021)
-
How does news sentiment affect the states of Japanese stock return volatility?
Feng, Lingbing, (2022)
- More ...
-
Ho, Kin-Yip, (2013)
-
Ho, Kin-Yip, (2016)
-
Ho, Kin-Yip, (2014)
- More ...