The Price-Volume Relationship of the Shanghai Stock Index: Structural Change and the Threshold Effect of Volatility

The price–volume relationship of stocks can be impacted substantially by structural changes and market volatility. In this paper, we analyze China’s stock market behavior and subsequent price–volume equation, with emphasis on two periods of market volatility and structural changes during 2007–2008 a...

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Bibliographic Details
Main Authors: Panpan Wang, Tsungwu Ho, Yishi Li
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Sustainability
Subjects:
Online Access:https://www.mdpi.com/2071-1050/12/8/3322