An integrated efficiency evaluation of China stock market.
Kuo-Cheng KuoWen-Min LuDinh Thanh NhanPublished in: J. Oper. Res. Soc. (2021)
Keyphrases
- stock market
- listed companies
- monetary policy
- chinese stock market
- short term
- financial data
- financial time series
- stock exchange
- financial markets
- financial news
- stock data
- trading rules
- stock price
- stock trading
- empirical analysis
- portfolio optimization
- stock returns
- decision making
- evaluation method
- garch model
- hong kong
- trading strategies
- key factors
- evaluation model