Asymmetric Effects in China's Stock Market
In China's stock market, intraday returns influence overnight returns, and there's a mutual positive impact between overnight and intraday volatility, which intensifies as the quantile increases.
Featured in No. 54 on 20 Jun 2024 · 2 days after release
- Released
- 18 Jun 2024
- First featured
- No. 54 · 20 Jun 2024
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- SSRN 4869653
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