𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Empirical study of trading rule discovery in China stock market

✍ Scribed by Luo Bo; Sun Linyan; Richard Mweene


Book ID
108127668
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
139 KB
Volume
28
Category
Article
ISSN
0957-4174

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Handling missing prices in a thinly trad
✍ Juha-Pekka Kallunki πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 856 KB

This paper employs a simulation approach to provide new evidence on how thin trading affects the specification of the event study methods in a thinly traded environment. We examine the properties of the returns computed with alternative procedures for handling missing prices as well as their impact