Asymmetric Synchronicity in Extreme Stock Price Movements: Evidence from China's Stock Market.
Yang LiuXiaoguang YangPublished in: ITQM (2017)
Keyphrases
- stock index futures
- stock market
- stock price
- listed companies
- monetary policy
- chinese stock market
- stock exchange
- short term
- financial time series
- financial data
- financial markets
- technical indicators
- stock data
- trading rules
- portfolio optimization
- stock market data
- exchange rate
- stock returns
- stock price prediction
- long term
- stock trading
- garch model
- investment strategies
- trading strategies
- information retrieval
- machine learning
- data mining