Work

The asymmetric behaviour of stock returns and volatilities: evidence from Chinese stock market

Year: 2008

Type: article

Source: Applied Economics Letters

DOI: 10.1080/13504850600970042

Authors: Bing Zhang, Xindan Li

Institution: Nanjing University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Nanjing University, National Office for Philosophy and Social Sciences

OpenAlex ID: W1995401922

FWCI: 2.33

Cites: 7

Cited by: 20

Related to: 10