ARCH Effects, Trading Volume and the Information Flow Interpretation: Empirical Evidence from the Chinese Stock Markets

Journal article

Peer reviewed

R Wang and JJ Chen

Journal of Chinese Economic and Business Studies

01/06/2012

Abstract

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Title: ARCH Effects, Trading Volume and the Information Flow Interpretation: Empirical Evidence from the Chinese Stock Markets
Creators: R Wang
JJ Chen
Publication Details: Journal of Chinese Economic and Business Studies
Date published: 01/06/2012
Date submitted: 16/05/2017
Identifiers: 99514499402346
Academic Unit: University of Surrey
Resource Type: Journal article