Why does return volatility differ in Chinese stock markets?

Pacific Basin Finance Journal

Volumn 7, Issue 5, 1999, Pages 557-586

  Su, Dongwei ^a   Fleisher, Belton M ^b  

^a UNIVERSITY OF AKRON   (United States)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

China; G12; G15; Market segmentation; Mixture of distribution; Stochastic volatility; Trading volume

Indexed keywords

EID: 0001474331     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(99)00019-0     Document Type: Article

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