SAD effect on the return volatility and dynamic relevance analysis among the unexpected returns in China's market indices

Author: Yang Mao  

Publisher: Inderscience Publishers

ISSN: 1470-9503

Source: International Journal of Networking and Virtual Organisations, Vol.6, Iss.4, 2009-05, pp. : 418-425

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