Unexpected Information Demand and Volatility Clustering of Chinese Stock Returns: Evidence from Baidu Index

This paper employs the Baidu Index as the novel proxy for unexpected information demand and shows that this novel proxy can explain the volatility clustering of Chinese stock returns. Generally speaking, these findings suggest that investors in China could take advantage of the Baidu Index to obtain...

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Detalles Bibliográficos
Autores principales: Chu, Gang, Li, Xiao, Shen, Dehua, Zhang, Yongjie
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516466/
https://www.ncbi.nlm.nih.gov/pubmed/33285819
http://dx.doi.org/10.3390/e22010044

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516466/
https://www.ncbi.nlm.nih.gov/pubmed/33285819
http://dx.doi.org/10.3390/e22010044

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