Negative Overnight Returns: China's Security Markets

Qingyuan Liu, Hongbo Guo, Xianhua Wei. Negative Overnight Returns: China's Security Markets. In Luiz Flávio Autran Monteiro Gomes, Raul Colcher, Peter Wolcott, Enrique Herrera-Viedma, Yong Shi, editors, Proceedings of the Third International Conference on Information Technology and Quantitative Management, ITQM 2015, Exploring Data Science in IT and Quantitative Management, Rio De Janeiro, Brazil, July 21-24, 2015. Volume 55 of Procedia Computer Science, pages 980-989, Elsevier, 2015. [doi]

Authors

Qingyuan Liu

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Hongbo Guo

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Xianhua Wei

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