Volatility clustering and nontrading days in Chinese stock markets

Journal of Economics and Business

Volumn 54, Issue 2, 2002, Pages 193-217

  Friedmann, Ralph ^a   Sanddorf Köhle, Walter G ^a  

^a SAARLAND UNIVERSITY   (Germany)

Author keywords

Chinese financial markets; News impact curve; Price limits; Volatility

Indexed keywords

EID: 0036242822     PISSN: 00129933     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0148-6195(01)00062-5     Document Type: Article

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