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Non-linearity, persistence and spillover effects in stock returns: the role of the volatility index. (2015). Tai, Xue-Ling ; Pan, Sheng-Chieh ; Wu, Po-Chin.
In: Empirica.
RePEc:kap:empiri:v:42:y:2015:i:3:p:597-613.

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  1. Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

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  2. Gauging the effect of investor overconfidence on trading volume from the perspective of the relationship between lagged stock returns and current trading volume. (2022). Li, Hexuan ; Fan, Yaojun ; Wang, Yifan ; Huang, Jiayu.
    In: International Finance.
    RePEc:bla:intfin:v:25:y:2022:i:1:p:103-123.

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  3. Can the Chinese volatility index reflect investor sentiment?. (2021). Tang, Yeran ; Zhao, Manyi ; Long, Wen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302556.

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References

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