Skip to main navigation
Skip to search
Skip to main content
University of Nottingham Ningbo China Home
Home
Profiles
Research units
Research output
Projects
Prizes
Activities
Impacts
Student theses
Search by expertise, name or affiliation
Volume decomposition and volatility in dual-listing H-shares
Malay K. Dey,
Chaoyan Wang
School of Economics
Research output
:
Journal Publication
›
Article
›
peer-review
1
Citation (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Volume decomposition and volatility in dual-listing H-shares'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Bivariate GARCH
20%
Chinese ADRs
20%
Conditional Volatility
20%
Covariance Function
20%
Dual Listing
100%
Expected Volume
20%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
40%
H-shares
100%
Information Content
20%
Liquidity
40%
Liquidity Risk
20%
Model Fitting
20%
Volatility
40%
Volume Decomposition
100%
Volume-volatility
100%
Mathematics
Bivariate
50%
Conditionals
50%
Covariance Function
50%
GARCH Model
100%
Information Content
50%
Liquidity Risk
50%
Model Fit
50%
Standard Deviation
50%
Variance
50%
Economics, Econometrics and Finance
ARCH Model
50%
Dual Listing
100%
Generalized Autoregressive Conditional Heteroskedasticity
25%
Information Value
25%
Measure of Dispersion
25%
Volatility
100%
Computer Science
Covariance Function
100%
Information Content
100%