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A State-Price Volatility Index for China's Stock Market

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  • Michael O'Neill
  • Kent Wang
  • Zhangxin (Frank) Liu
  • Tom Smith

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  • Michael O'Neill & Kent Wang & Zhangxin (Frank) Liu & Tom Smith, 2016. "A State-Price Volatility Index for China's Stock Market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(3), pages 607-626, September.
    • Handle: RePEc:bla:acctfi:v:56:y:2016:i:3:p:607-626
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    Cited by:

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    3. Ren, Shenggang & Sun, Helin & Zhang, Tao, 2021. "Do environmental subsidies spur environmental innovation? Empirical evidence from Chinese listed firms," Technological Forecasting and Social Change, Elsevier, vol. 173(C).
    4. Lei Ruan, 2018. "Research on Sustainable Development of the Stock Market Based on VIX Index," Sustainability, MDPI, vol. 10(11), pages 1-12, November.

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