SAD effect on the return volatility and dynamic relevance analysis among the unexpected returns in China s market indices

Mao Yang. SAD effect on the return volatility and dynamic relevance analysis among the unexpected returns in China s market indices. IJNVO, 6(4):418-425, 2009. [doi]

@article{Yang09,
  title = {SAD effect on the return volatility and dynamic relevance analysis among the unexpected returns in China s market indices},
  author = {Mao Yang},
  year = {2009},
  doi = {10.1504/IJNVO.2009.025937},
  url = {http://dx.doi.org/10.1504/IJNVO.2009.025937},
  tags = {analysis},
  researchr = {https://researchr.org/publication/Yang09},
  cites = {0},
  citedby = {0},
  journal = {IJNVO},
  volume = {6},
  number = {4},
  pages = {418-425},
}