Analyzing the Stock Volatility Spillovers in Chinese Financial and Economic Sectors.
Jingyu LiLu ChengXiaolong ZhengFei-Yue WangPublished in: IEEE Trans. Comput. Soc. Syst. (2023)
Keyphrases
- stock market
- chinese stock market
- stock price
- stock returns
- panel data
- listed companies
- financial crisis
- developed countries
- stock data
- cash flow
- stock index futures
- financial markets
- financial data
- stock trading
- garch model
- stock exchange
- corporate governance
- non stationary
- developing countries
- portfolio optimization
- stock market data
- financial time series
- cross sectional
- exchange rate
- short term
- stock index
- trading systems
- game theory
- news articles
- investment strategies
- economic growth
- language learning
- financial information
- historical data