منابع مشابه
Short-term market reaction after trading halts in Chinese stock market
In this paper, we study the dynamics of absolute return, trading volume and bid–ask spread after the trading halts using high-frequency data from the Shanghai Stock Exchange. We dealwith all three types of trading halts, namely intraday halts, one-day halts and inter-day halts, of 203 stocks in Shanghai Stock Exchange fromAugust 2009 to 2011.We find that absolute return, trading volume, and in ...
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This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market. In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. ...
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ژورنال
عنوان ژورنال: Nature
سال: 1990
ISSN: 0028-0836,1476-4687
DOI: 10.1038/344480a0