𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Determinants of returns and volatility of Chinese ADRs at NYSE

✍ Scribed by Ali M. Kutan; Haigang Zhou


Book ID
113810533
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
132 KB
Volume
16
Category
Article
ISSN
1042-444X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Scaling and memory effect in volatility
✍ T. Qiu; L. Guo; G. Chen πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 919 KB

We investigate the probability distribution of the volatility return intervals Ο„ for the Chinese stock market. We rescale both the probability distribution P q (Ο„ ) and the volatility return intervals Ο„ as P q (Ο„ ) = 1/Ο„ f (Ο„ /Ο„ ) to obtain a uniform scaling curve for different threshold value q. Th

Determination of the conditions at minim
✍ J.A. McDonough; C.D. Holland; H.L. Bauni πŸ“‚ Article πŸ“… 1961 πŸ› Elsevier Science 🌐 English βš– 752 KB

Proofs of the relationships between the temperature and composition of the feed and those of the pinches are given for feeds having any one of five general thermal conditions. In the applicationof these relationships a procedure for the calculation of the product distributions at specified distillat