Trading volume, realized volatility and signed jump: Evidence form China's stock market.
Tao BiGong ChengPublished in: BESC (2014)
Keyphrases
- stock market
- stock exchange
- financial markets
- trading rules
- listed companies
- stock data
- stock trading
- chinese stock market
- stock index
- trading strategies
- stock price
- stock index futures
- monetary policy
- trading signals
- foreign exchange
- trading systems
- short term
- technical indicators
- garch model
- financial time series
- stock returns
- financial data
- stock market data
- long term
- investment strategies
- financial news
- financial information
- electronic commerce
- portfolio optimization