Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies
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DOI: 10.1016/j.ribaf.2019.01.002
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More about this item
Keywords
Risk-return trade-off; Asymmetric; Time-varying; Chinese stock market; Out-of-sample;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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