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Predictive Ability of Low-Frequency Volatility Measures : Evidence from the Hong Kong Stock Markets

Gan, Christopher - 2017

We employ low-frequency data to estimate historical volatility measures for Hong Kong stocks and examine the relationship between these measures and the one-month ahead stock return over thirty-five years. First, we employ a stock's past three-year weekly return to compute idiosyncratic...

Persistent link: https://www.econbiz.de/10012972185