The intraday effect of nature disaster and production safety accident announcement based on high-frequency data from China’s stock markets
Year of publication: |
2015
|
---|---|
Authors: | Li, Ping ; Tang, Huailin ; Liao, Jingchi |
Published in: |
China Finance Review International. - Emerald Group Publishing Limited, ISSN 2044-1401, ZDB-ID 2589380-4. - Vol. 5.2015, 3, p. 277-302
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | High-frequency data | Intraday returns | Nature disaster | Production safety accident | Realized volatility |
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