Time-Varying Return Predictability in the Chinese Stock Market
China’s stock market is the largest emerging market in the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear dependencies. We study the predictability of returns in the Chinese stock market by employing the wild bootstrap...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
World Scientific Publishing
2017-03-01
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| Series: | Reports in Advances of Physical Sciences |
| Subjects: | |
| Online Access: | http://www.worldscientific.com/doi/pdf/10.1142/S2424942417400023 |