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Persistent link: https://www.econbiz.de/10011537404

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Firm-specific investor sentiment for the Chinese stock market

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Volatility and Returns of the New Third Board Market in China

Li, Weiping - 2016

In this paper, we analyze the return-volatility relation for the New Third Board market in China. Various properties for cross sectional (daily and weekly) returns and volatility are obtained and interpreted. The cross sectional return-volatility relations are analyzed at weekly frequency and...

Persistent link: https://www.econbiz.de/10012996016