Cross-Market Info and Stock Volatility
The research examines the role of cross-market information flow on China's stock market volatility, finding it significantly aids in medium and long-term forecasts but not short-term volatility.
Featured in No. 20 on 12 Oct 2023 · on release day
- Released
- 12 Oct 2023
- First featured
- No. 20 · 12 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 18
- Identifier
- RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823001006
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).