Black swan events in China's stock markets: Intraday price behaviors on days of volatility
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DOI: 10.1016/j.iref.2018.10.005
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Cited by:
- Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco, 2022. "Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
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Keywords
Black swan event; China stock market; Intraday data; Price convergence; Unit root quantile test;All these keywords.
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