The intraday heterogeneity and risk pricing reversal between day and night : evidence from China
Year of publication: |
2024
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Authors: | Zhang, Lu ; Zhang, Hao |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 60.2024, 10, p. 2237-2260
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Subject: | Asset pricing | Chinese stock market | intraday beta variation | market intraday heterogeneity | risk-return reversal between day and night | China | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | CAPM | Wertpapierhandel | Securities trading |
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