What drives the tail risk effect in the Chinese stock market?
Year of publication: |
2024
|
---|---|
Authors: | Sun, Kaisi ; Wang, Hui ; Zhu, Yifeng |
Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 132.2024, Art.-No. 106631
|
Subject: | Investor irrationality | Limits to arbitrage | Margin trading | Tail risk effect | Anlageverhalten | Behavioural finance | China | Aktienmarkt | Stock market | Börsenkurs | Share price | Arbitrage | Risiko | Risk | Schätzung | Estimation | Risikomaß | Risk measure |
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