average daily returns, even though the volatility is virtually unchanged when the frequency is lower. The volatility from the … highest to the lowest frequency is about 30% lower as compared with the buy-and-hold strategy volatility, but the average … returns approach the buy-and-hold returns when frequency is lower. The 30% reduction in volatility appears if we invest …

This paper examines whether there is evidence of spillovers of volatility from the Chinese stock market to its … neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA. China's increasing integration into … then adopted to test for the persistence of volatility in stock market returns, as represented by stock market indices …