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- W2354474121 abstract "With the daily data covering the period from January 1,1991 to February 18,2005 from(Hu-Shen)(Shanghai-Shenzhen) stock markets,and by applying the EGARCH(1,1) model,this paper(studies) the characteristics of return volatility and explores whether good news and bad news has the influence on info-asymmetry.The results of the study demonstrate that there exist a structural characteristic of return in(different) stages not only in Shanghai but also in Shenzhen stock market,and it shows that the volatility responds asymmetrically to positive and negative return shocks both in Shanghai and Shenzhen stock market." @default.
- W2354474121 created "2016-06-24" @default.
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- W2354474121 date "2005-01-01" @default.
- W2354474121 modified "2023-09-24" @default.
- W2354474121 title "Research on the Volatility in Shen-hu Stock Return" @default.
- W2354474121 hasPublicationYear "2005" @default.
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