The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
Based on some methods for calculating realized volatility's optimal sampling frequency, we select the minimizing MSE because of its clear idea and easily calculating. Empirical study performed combining Chinese stock market's data, and two conclusions are got. Firstly, the optimal sampling frequencies are different in different trading days for the same stock. Secondly, even though the optimal sampling...
With the employment of the event study approach and the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model» we analyzed the stocks listed in Shanghai Stock Exchange which were also invested heavily by all open-end equity funds in Shanghai and Shenzhen market. It shows that the abnormal returns (AR) generated by these stocks during the last trading week in every quarter are statistically...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.