Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2015.08.016 ◽

2018 ◽

Vol 86 ◽

pp. 240-258 ◽

Author(s):

Ming Gu ◽

Wenjin Kang ◽

Bu Xu

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

China Stock Market

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Securities Analyst Attention and Idiosyncratic Volatility Effect: Empirical Research on China Stock Market

Journal of Finance and Accounting ◽

10.12691/jfa-9-1-3 ◽

2021 ◽

Vol 9 (1) ◽

pp. 32-40

Author(s):

Yingcai Huang

Keyword(s):

Stock Market ◽

Empirical Research ◽

Idiosyncratic Volatility ◽

China Stock Market ◽

Securities Analyst

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A Firm-Level Analysis of the Cross-Sectional Relation between Expected Returns and Expected Idiosyncratic Volatility in the Korean Stock Market

Asian Review of Financial Research ◽

10.37197/arfr.2019.32.4.1 ◽

2019 ◽

Vol 32 (4) ◽

pp. 513-561

Author(s):

Sangkyu Lee ◽

◽

Young Sik Kim

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Expected Returns ◽

Cross Sectional ◽

Korean Stock Market ◽

The Cross ◽

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The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.3111100 ◽

2017 ◽

Author(s):

Ming Gu ◽

George Jiang ◽

Bu Xu

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Chinese Stock Market

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Exploring Patent Effects on Higher Stock Price and Stock Return Rate—A Study in China Stock Market

Chinese Business Review ◽

10.17265/1537-1506/2021.05.003 ◽

2021 ◽

Vol 20 (5) ◽

Author(s):

Hong-Wen Tsai ◽

Hui-Chung Che ◽

Bo Bai

Keyword(s):

Stock Market ◽

Stock Price ◽

Stock Return ◽

Return Rate ◽

China Stock Market

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Does idiosyncratic volatility matter? — Evidence from Chinese stock market

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2018.09.184 ◽

2019 ◽

Vol 516 ◽

pp. 393-401 ◽

Author(s):

Shengnan Liu ◽

Ao Kong ◽

Rongbao Gu ◽

Wenjing Guo

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Chinese Stock Market

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Research on the Influence of International Commodity Market on China Stock Market-From the Perspective of Financing Liquidity

Proceedings of the 2018 2nd International Conference on Management, Education and Social Science (ICMESS 2018) ◽

10.2991/icmess-18.2018.9 ◽

2018 ◽

Author(s):

Sicong Li

Keyword(s):

Stock Market ◽

Commodity Market ◽

International Commodity ◽

China Stock Market

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Empirical Test of Asymmetric Wealth Effect of China Stock Market

The 19th International Conference on Industrial Engineering and Engineering Management ◽

10.1007/978-3-642-38433-2_125 ◽

2013 ◽

pp. 1195-1204 ◽

Author(s):

De-cai Zhou ◽

Hai-dong Xie ◽

Zheng-feng Du

Keyword(s):

Stock Market ◽

Empirical Test ◽

Wealth Effect ◽

China Stock Market

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How International Market Affect China Stock Market?

Journal of Stock & Forex Trading ◽

10.4172/2168-9458.1000e109 ◽

2012 ◽

Vol 01 (02) ◽

Author(s):

Ying Kong

Keyword(s):

Stock Market ◽

International Market ◽

China Stock Market

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Measuring Chinese Economic Uncertainty and Predictability of the Great China Stock Market Volatility

Journal of Finance & Knowledge Studies ◽

10.38200/jfks.16.3.3 ◽

2018 ◽

Vol 16 (3) ◽

pp. 55-83

Author(s):

Minki Kim ◽

Kiryoung Lee

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Economic Uncertainty ◽

China Stock Market

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Integrated Long-Term Stock Selection Models Based on Feature Selection and Machine Learning Algorithms for China Stock Market

IEEE Access ◽

10.1109/access.2020.2969293 ◽

2020 ◽

Vol 8 ◽

pp. 22672-22685 ◽

Author(s):

Xianghui Yuan ◽

Jin Yuan ◽

Tianzhao Jiang ◽

Qurat Ul Ain

Keyword(s):

Machine Learning ◽

Feature Selection ◽

Stock Market ◽

Learning Algorithms ◽

Machine Learning Algorithms ◽

Stock Selection ◽

Selection Models ◽

China Stock Market

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