ML-QuantSubscribe

RePEcDerivatives & Volatility

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).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page