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The Effect of Abnormal Turnover on Asymmetric Autoregressive Behavior of Index Returns: Evidence from the Chinese A-share Stock Markets

Hsiao, Jung-Lieh

The Effect of Abnormal Turnover on Asymmetric Autoregressive Behavior of Index Returns: Evidence from the Chinese A-share Stock Markets - US Wiley 2012 - 563-589 BJ204 - Asia-Pacific Journal of Financial Studies .

Subjects--Topical Terms:
Management

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