Excess Volatility in Domestic Share Markets

Dongwei Su ()

Chapter 5 in Chinese Stock Markets:A Research Handbook, 2003, pp 169-213 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionA Modified Mixture of Distribution ApproachEstimation: Generalized Method of MomentsData AdjustmentsEmpirical ResultsCross-Sectional AnalysisTime-Series AnalysisSummary

Date: 2003
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