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The Effects of the Chinese Stock Crisis on the U.S. Exchange-Traded Funds Market
被引:1
作者
:
Rompotis, Gerasimos G.
论文数:
0
引用数:
0
h-index:
0
机构:
Int Certified & Registered Auditors AE, Athens, Greece
Int Certified & Registered Auditors AE, Athens, Greece
Rompotis, Gerasimos G.
[
1
]
机构
:
[1]
Int Certified & Registered Auditors AE, Athens, Greece
来源
:
JOURNAL OF TRADING
|
2016年
/ 11卷
/ 04期
关键词
:
D O I
:
10.3905/jot.2016.11.4.033
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:33 / 55
页数:23
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共 22 条
[11]
Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models
Engle, R
论文数:
0
引用数:
0
h-index:
0
机构:
NYU, Leonard N Stern Sch Business, Dept Finance, New York, NY 10012 USA
NYU, Leonard N Stern Sch Business, Dept Finance, New York, NY 10012 USA
Engle, R
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
2002,
20
(03)
: 339
-
350
[12]
THE BEHAVIOR OF STOCK-MARKET PRICES
FAMA, EF
论文数:
0
引用数:
0
h-index:
0
FAMA, EF
[J].
JOURNAL OF BUSINESS,
1965,
38
(01)
: 34
-
105
[13]
STOCK RETURN VARIANCES - THE ARRIVAL OF INFORMATION AND THE REACTION OF TRADERS
FRENCH, KR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
FRENCH, KR
ROLL, R
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF LOS ANGELES,LOS ANGELES,CA 90024
ROLL, R
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1986,
17
(01)
: 5
-
26
[14]
Where does return and volatility come from? The case of Asian ETFs
Gutierrez, Jose A.
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Texas San Antonio, Coll Business, San Antonio, TX 78249 USA
Gutierrez, Jose A.
Martinez, Valeria
论文数:
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h-index:
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机构:
Fairfield Univ, Fairfield, CT 06824 USA
Univ Texas San Antonio, Coll Business, San Antonio, TX 78249 USA
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论文数:
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引用数:
0
h-index:
0
机构:
Univ Texas San Antonio, Coll Business, San Antonio, TX 78249 USA
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Tse, Yiuman
[J].
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE,
2009,
18
(04)
: 671
-
679
[15]
Kim BS, 2011, ASIAN ACAD MANAG J A, V7, P53
[16]
Volatility and return spillovers in Canadian and U.S. industry ETFs
Krause, Timothy
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Texas San Antonio, San Antonio, TX 78249 USA
Univ Missouri, Sch Business Adm, St Louis, MO 63121 USA
Krause, Timothy
Tse, Yiuman
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Missouri, Sch Business Adm, St Louis, MO 63121 USA
Univ Missouri, Sch Business Adm, St Louis, MO 63121 USA
Tse, Yiuman
[J].
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE,
2013,
25
: 244
-
259
[17]
CONTINUOUS AUCTIONS AND INSIDER TRADING
KYLE, AS
论文数:
0
引用数:
0
h-index:
0
KYLE, AS
[J].
ECONOMETRICA,
1985,
53
(06)
: 1315
-
1335
[18]
The subprime credit crisis and contagion in financial markets
Longstaff, Francis A.
论文数:
0
引用数:
0
h-index:
0
机构:
UCLA Anderson Sch, Los Angeles, CA USA
NBER, Cambridge, MA 02138 USA
UCLA Anderson Sch, Los Angeles, CA USA
Longstaff, Francis A.
[J].
JOURNAL OF FINANCIAL ECONOMICS,
2010,
97
(03)
: 436
-
450
[19]
A THEORY OF COMMON-STOCK RETURNS OVER TRADING AND NON-TRADING PERIODS
OLDFIELD, GS
论文数:
0
引用数:
0
h-index:
0
机构:
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
OLDFIELD, GS
ROGALSKI, RJ
论文数:
0
引用数:
0
h-index:
0
机构:
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
DARTMOUTH COLL,AMOS TUCK SCH BUSINESS ADM,HANOVER,NH 03755
ROGALSKI, RJ
[J].
JOURNAL OF FINANCE,
1980,
35
(03)
: 729
-
751
[20]
Price discovery and informational efficiency of international iShares funds
Tse, Yiuman
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Texas San Antonio, Dept Finance, San Antonio, TX 78249 USA
Univ Texas San Antonio, Dept Finance, San Antonio, TX 78249 USA
Tse, Yiuman
Martinez, Valeria
论文数:
0
引用数:
0
h-index:
0
机构:
Fairfield Univ, Dept Finance, Fairfield, CT 06824 USA
Univ Texas San Antonio, Dept Finance, San Antonio, TX 78249 USA
Martinez, Valeria
[J].
GLOBAL FINANCE JOURNAL,
2007,
18
(01)
: 1
-
15
←
1
2
3
→