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- W2363877186 abstract "China has implemented individual-security trading halts for about nine years.The paper compares the correlation between individual-security trading halts caused by abnormal volatility and share index in different market states,particularly analyses the correlation between distribution of abnormal volatility trading halts and Shanghai Index,and we also study the case that under the influence of policy information which may affect the market by the measure of abnormal volatility points.The main conclusion is that the abnormal volatility of individual-security has little relativity with the trend of Shanghai stock market in bear market.The policy information is an important matter of the abnormal volatility,but it is not the only factor." @default.
- W2363877186 created "2016-06-24" @default.
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- W2363877186 date "2008-01-01" @default.
- W2363877186 modified "2023-09-26" @default.
- W2363877186 title "Correlation analysis of trading halts caused by abnormal volatility and share index in different market states" @default.
- W2363877186 hasPublicationYear "2008" @default.
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