ARCH effects, trading volume and the information flow interpretation: empirical evidence from the Chinese stock markets

Author: Wang Renzeng   Chen Jean J.  

Publisher: Routledge Ltd

ISSN: 1476-5284

Source: Journal of Chinese Economics and Business Studies, Vol.10, Iss.2, 2012-05, pp. : 169-191

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract