Stock price synchronicity to oil shocks across quantiles : evidence from Chinese oil firms
Year of publication: |
February 2017
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Authors: | Cheng, Peng ; Zhu, Huiming ; Jia, Xianghua ; You, Wan-hai |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 61.2017, p. 248-259
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Subject: | Stock price synchronicity | Oil shocks | Extreme quantiles | Size effect | Lagged effect | Börsenkurs | Share price | Ölpreis | Oil price | China | Schock | Shock | Erdölindustrie | Oil industry | Volatilität | Volatility | Wirkungsanalyse | Impact assessment |
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