Can Network Linkage Effects Determine Return? Evidence from Chinese Stock Market

This study used the dynamic conditional correlations (DCC) method to identify the linkage effects of Chinese stock market, and further detected the influence of network linkage effects on magnitude of security returns across different industries. Applying two physics-derived techniques, the minimum...

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Detalles Bibliográficos
Autores principales: Qiao, Haishu, Xia, Yue, Li, Ying
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2016
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4892691/
https://www.ncbi.nlm.nih.gov/pubmed/27257816
http://dx.doi.org/10.1371/journal.pone.0156784

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4892691/
https://www.ncbi.nlm.nih.gov/pubmed/27257816
http://dx.doi.org/10.1371/journal.pone.0156784

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