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Persistent link: https://www.econbiz.de/10014463139

Volatility analysis based on GARCH-type models : evidence from the Chinese stock market

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Optimal Stock Selling Based on the Global Maximum

Dai, Min - 2012

We aim to determine an optimal stock selling time to minimize the expectation of the square error between the selling price and the global maximum price over a given period. Assuming that stock price follows the geometric Brownian motion, we formulate the problem as an optimal stopping time...

Persistent link: https://www.econbiz.de/10013110339

Performance of cross-border acquisitions : evidence from Canadian firms acquired by emerging market firms

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Effects of stockholding policy on maize prices : evidence from Zambia

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Stock market reactions under the shadow of the COVID-19 pandemic : evidence from China

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Investor inattention to weekend disclosure of environmental punishment : evidence from China

Zhou, Yucheng; Huo, Di; Wu, Dejun - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 2, pp. 176-195

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Role of OTC options in stock price efficiency : evidence from the Chinese market

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Effects of market liquidity on price dynamics in a heterogeneous belief model

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Does overconfidence always matter for asset prices?

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