The prediction of price gap anomaly in Chinese stock market : evidence from the dependent functional logit model
Zhifang Su, Haohua Bao, Qifang Li, Boyu Xu, Xin Cui
| Year of publication: |
2022
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| Authors: | Su, Zhifang ; Bao, Haohua ; Li, Qifang ; Xu, Boyu ; Cui, Xin |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-7
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| Subject: | Dependent functional logit model | Price gap anomaly | The truncation-free Bartlett kernel | Logit-Modell | Logit model | Börsenkurs | Share price | China | Schätzung | Estimation | Theorie | Theory | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.102702 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553704