Pages that link to "Item:Q2216395"
From MaRDI portal
The following pages link to The high-volume return premium: does it really exist in the Chinese stock market? (Q2216395):
Displaying 6 items.
- Higher-order comoments and asset returns: evidence from emerging equity markets (Q829162) (← links)
- Is there a size effect in the pricing of stocks in the chinese stock markets?: The case of bull versus bear markets (Q1020620) (← links)
- High-frequency stock linkage and multi-dimensional stationary processes (Q1620266) (← links)
- The short-selling hypothesis of weekend effect and T + 1 trading mechanism (Q2166094) (← links)
- Comonotonicity and low volatility effect (Q2241106) (← links)
- Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market (Q2288907) (← links)