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isPartOf:"Review of financial economics : RFE"
~isPartOf:"International review of economics & finance : IREF"
~person:"Ho, Kin-Yip"
~subject:"Ankündigungseffekt"
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Ankündigungseffekt
ARCH model
2
ARCH-Modell
2
Announcement effect
2
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
News sentiment
2
Share price
2
Stock return volatility
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Bank
1
China
1
Chinese stock markets
1
Estimation
1
Information dissemination
1
Informationsverbreitung
1
Lead-lag relations
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Markov Regime-Switching GARCH
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Markov chain
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Markov-Kette
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Public information arrival
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Ho, Kin-Yip
Gao, Shenghao
2
Kumari, Vineeta
2
Pandey, Dharen Kumar
2
Shi, Yanlin
2
Ahmad, Wasim
1
Al-ahdal, Waleed M.
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1
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1
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1
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1
Prat, Georges
1
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1
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Review of financial economics : RFE
International review of economics & finance : IREF
Finance research letters
1
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News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
2
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
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