The cross-sectional relationship between stock returns and domestic and global factors in the Chinese A-share market
Year of publication: |
2007
|
---|---|
Authors: | Wang, Yuenan ; Iorio, Amalia Di |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 29.2007, 2, p. 181-203
|
Publisher: |
Springer |
Subject: | Chinese stock market | Market integration | GARCH model |
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