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ARCH Effects, Trading Volume and the Information Flow Interpretation: Empirical Evidence from the Chinese Stock Markets

Wang, R and Chen, JJ (2012) ARCH Effects, Trading Volume and the Information Flow Interpretation: Empirical Evidence from the Chinese Stock Markets Journal of Chinese Economic and Business Studies.

Full text not available from this repository.
Item Type: Article
Authors :
NameEmailORCID
Wang, RUNSPECIFIEDUNSPECIFIED
Chen, JJj.j.chen@surrey.ac.ukUNSPECIFIED
Date : 1 June 2012
Identification Number : https://doi.org/10.1080/14765284.2012.673782
Depositing User : Symplectic Elements
Date Deposited : 16 May 2017 15:15
Last Modified : 17 May 2017 14:33
URI: http://epubs.surrey.ac.uk/id/eprint/818365

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