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Global Economic Review
Perspectives on East Asian Economies and Industries
Volume 39, 2010 - Issue 3
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Original Articles

Examining Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach

Zhuo Qiao Department of Finance and Business Economics, University of Macau, Macau, ChinaCorrespondence[email protected]
,
Weiwei Qiao Department of Information Science and Technology, Wenzhou University, Wenzhou, China
&
Wing-Keung Wong Department of Economics, Hong Kong Baptist University, Hong Kong
Pages 225-246 | Published online: 28 Sep 2010

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Carmen López-Martín. (2022) Dynamic analysis of calendar anomalies in cryptocurrency markets: evidences of adaptive market hypothesis. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad 0:0, pages 1-34.
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Saqib Gulzar, Ghulam Mujtaba Kayani, Hui Xiaofeng, Usman Ayub & Amir Rafique. (2019) Financial cointegration and spillover effect of global financial crisis: a study of emerging Asian financial markets. Economic Research-Ekonomska Istraživanja 32:1, pages 187-218.
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Articles from other publishers (4)

Wing-Keung Wong, David Yeung & Richard Lu. (2022) The Mean-Variance Rule for Investors with Reverse S-Shaped Utility. Annals of Financial Economics 18:01.
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A. Do, R. Powell, J. Yong & A. Singh. (2020) Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models. The North American Journal of Economics and Finance 54, pages 101096.
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Kai-Yin Woo, Chulin Mai, Michael McAleer & Wing-Keung Wong. (2020) Review on Efficiency and Anomalies in Stock Markets. Economies 8:1, pages 20.
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Chia-Lin Chang, Michael McAleer & Wing-Keung Wong. (2018) Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. Journal of Risk and Financial Management 11:1, pages 15.
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