Stock returns and volatility: An empirical study of Chinese stock markets

International Review of Applied Economics

Volumn 12, Issue 1, 1998, Pages 129-139

  Song, Haiyan ^a   Liu, Xiaming ^b   Romilly, Peter ^c  

^a UNIVERSITY OF SURREY   (United Kingdom)

^b ASTON UNIVERSITY   (United Kingdom)

^c UNIVERSITY OF ABERTAY DUNDEE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL MARKET; GARCH MODELS; METHODOLOGY; MODELLING APPROACH; STOCK EXCHANGE;

CHINA, GUANGDONG PROVINCE, SHENZHEN; CHINA, SHANGHAI;

EID: 0031859806     PISSN: 02692171     EISSN: None     Source Type: Journal    
DOI: 10.1080/026921719800000029     Document Type: Article

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