Risk, return, and investor behavior in the Chinese equity market

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Risk, return, and investor behavior in the Chinese equity market

This thesis comprises two chapters with a focus on volatility estimating, modeling and forecasting using intraday data in the Chinese stock market. The first chapter explores the performance of two types of estimators in volatility prediction: the realized volatility (RV) type and duration-based one...

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Bibliographic Details
Main Author:	Fei, Tianlun
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2020
Subjects:	Duration-based Estimator; Return dispersion;
Online Access:	https://eprints.nottingham.ac.uk/59407/

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