Re-examination of Risk and Return: New Evidence from the Emerging and Transforming Stock Market of China.
Jijiao JiangJingwen ZhangPublished in: CSSE (2) (2008)
Keyphrases
- stock market
- investment strategies
- listed companies
- monetary policy
- stock exchange
- portfolio optimization
- stock price
- short term
- chinese stock market
- financial data
- financial markets
- stock data
- trading rules
- financial time series
- credit risk
- financial news
- data mining
- stock index futures
- long term
- portfolio management
- stock trading
- stock returns
- investment decisions
- garch model
- neural network
- risk management
- risk analysis
- risk assessment