Journal of Financial Risk Management

Vol.2 No.4(2013), Paper ID 38869, 6 pages

DOI:10.4236/jfrm.2013.24012

 

Empirical Study on Overreaction and Underreaction in Chinese Stock Market Based on ANAR-TGARCH Model

 

Yong Fang

 

Post-Doctoral Scientific Research Workstation, Shanghai International Group Co., Ltd. (SIG), Shanghai, China;Post-Doctoral Research Station for Applied Economics, Fudan University, Shanghai, China;Department of Applied Mathematics, Shanghai Finance University, Shanghai, China

 

Copyright © 2013 Yong Fang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Fang, Y. (2013). Empirical Study on Overreaction and Underreaction in Chinese Stock Market Based on ANAR-TGARCH Model. Journal of Financial Risk Management, 2, 71-76. doi: 10.4236/jfrm.2013.24012.

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