A new perspective on financial anomalies in emerging markets: the case of China (2008)
Journal Article
Zhang, Z. (2008). A new perspective on financial anomalies in emerging markets: the case of China. Applied financial economics, 18(21), 1681-1695. https://doi.org/10.1080/09603100701735946

Financial anomalies in emerging markets can be caused by very different reasons than that in mature markets. In a Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, we examine financial anomalies in emerging markets from a new p... Read More about A new perspective on financial anomalies in emerging markets: the case of China.