Volume decomposition and volatility in dual-listing H-shares
Year of publication: |
2021
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Authors: | Dey, Malay K. ; Wang, Chaoyan |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 22.2021, 4, p. 301-310
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Subject: | ADRs | H-shares | Volume decomposition | GARCH | Volatilität | Volatility | ARCH-Modell | ARCH model | Dekompositionsverfahren | Decomposition method | Handelsvolumen der Börse | Trading volume | Geldmarktpapier | Money market instruments | Zweitlisting | Dual listing | Börsenkurs | Share price | Hongkong | Hong Kong |
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