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Applied Economics Letters Volume 28, 2021 - Issue 6
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Research Article

Political uncertainty, realized volatility, and jumps in the Chinese stock market

Yanhui JiangDepartment of Accounting, Business School of Hunan University, Changsha, Hunan Province, ChinaView further author information
,
Liang LiuDepartment of Accounting, Business School of Hunan University, Changsha, Hunan Province, ChinaView further author information
&
Yun HongDepartment of Accounting, Business School of Hunan University, Changsha, Hunan Province, ChinaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-9938-3261View further author information
ORCID Icon
Pages 518-522 | Published online: 13 May 2020

References

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  • Shahzad, H., H. N. Duong, P. S. Kalev, and H. Singh. 2014. “Trading Volume, Realized Volatility and Jumps in the Australian Stock Market.” Journal of International Financial Markets, Institutions and Money 31: 414–430. doi:10.1016/j.intfin.2014.04.009.
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