An explanation of the volatility disparity between the domestic and foreign shares in the Chinese stock markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Drew, Michael E. & Naughton, Tony & Veeraraghavan, Madhu, 2004. "Is idiosyncratic volatility priced?: Evidence from the Shanghai Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 349-366.
- He, Yan & Wang, Junbo & Wu, Chunchi, 2013. "Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 465-481.
- Chan, Kam C. & Fung, Hung-Gay & Thapa, Samanta, 2007. "China financial research: A review and synthesis," International Review of Economics & Finance, Elsevier, vol. 16(3), pages 416-428.
- Girardin, Eric & Joyeux, Roselyne, 2013.
"Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach,"
Elsevier, vol. 34(C), pages 59-68.
- Eric Girardin & Roselyne Joyeux, 2013. "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Post-Print hal-01499615, HAL.
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