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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2016
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| Materias: | |
| 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 |