Keyphrases
H-shares
100%
Dual Listing
60%
Hong Kong
60%
Liquidity
41%
Edge-based
40%
Directed Line Graph
40%
Volume-volatility
40%
Shareholder Returns
26%
Asymmetric Volume
25%
Volatility
25%
Return Spread
20%
Return Comovement
20%
Jensen-Shannon
20%
Graph Kernel
20%
Representation Alignment
20%
Kernel-based
20%
Asymmetric Volatility
20%
Volume Decomposition
20%
Chinese ADRs
19%
Depth-based Representations
17%
Depth Layers
12%
Substructure
12%
Behavioral Finance
10%
Financial Risk Analysis
10%
Finance Development
10%
Trading Volume
10%
Excess Returns
10%
Matching Method
8%
Line Graph
8%
R-convolution Kernels
8%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
8%
Market Impact
6%
Asymmetric Effects
6%
Change Impact
6%
SEng
6%
Portfolio beta
6%
Investor Sentiment
6%
Hanging
6%
Quantile Regression
6%
Portfolio Returns
6%
Share Portfolio
6%
Bai-Perron
5%
Regime Change
5%
Conditional beta
5%
Hong Kong Stock Exchange
5%
Liquidity Trading
5%
Amihud
5%
Market Returns
5%
Illiquidity
5%
Multiple Regimes
5%
Economics, Econometrics and Finance
Dual Listing
100%
Volatility
60%
Investor Sentiment
40%
Trading Volume
20%
Stock Exchange
20%
Financial Risk Analysis
10%
Switching Regression Model
10%
ARCH Model
10%
Causality Analysis
6%
Generalized Autoregressive Conditional Heteroskedasticity
5%
Measure of Dispersion
5%
Information Value
5%