On the public citation graph

The Causes of Stock Market Volatility in China

https://doi.org/10.1109/icmse.2007.4422110
0 signed · 27 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-94-011-0669-6_11openalex-snapshot
Modeling Volatility Dynamics
inferredcites →https://doi.org/10.1016/0304-4076(86)90063-1openalex-snapshot
Generalized autoregressive conditional heteroskedasticity
inferredcites →https://doi.org/10.1016/0378-4266(92)90077-dopenalex-snapshot
Stock returns and volatility: An empirical study of the UK stock market
inferredcites →https://doi.org/10.1016/s1057-5219(01)00066-7openalex-snapshot
The relationship between conditional stock market volatility and conditional macroeconomic volatility
inferredcites →https://doi.org/10.1080/07474938608800095openalex-snapshot
Modelling the persistence of conditional variances
inferredcites →https://doi.org/10.1080/096031097333538openalex-snapshot
Macroeconomic volatility and stock market volatility: empirical evidence on Finnish data
inferredcites →https://doi.org/10.1080/096031098332637openalex-snapshot
The causes of stock market volatility in Australia
inferredcites →https://doi.org/10.1086/296344openalex-snapshot
Economic Forces and the Stock Market
inferredcites →https://doi.org/10.1086/296451openalex-snapshot
Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts
inferredcites →https://doi.org/10.1111/j.1467-6419.1993.tb00158.xopenalex-snapshot
ECONOMETRIC ISSUES IN MACROECONOMIC MODELS WITH GENERATED REGRESSORS
inferredcites →https://doi.org/10.1111/j.1468-0084.1988.mp50001002.xopenalex-snapshot
ECONOMIC FORCES IN THE LONDON STOCK MARKET
inferredcites →https://doi.org/10.1111/j.1540-6288.1996.tb00869.xopenalex-snapshot
Macrofactor Conditional Volatilities, Time‐Varying Risk Premia and Stock Return Behavior
inferredcites →https://doi.org/10.2307/1912773openalex-snapshot
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.2307/1913237openalex-snapshot
Time Series Regression with a Unit Root
inferredcites →https://doi.org/10.2307/1925546openalex-snapshot
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
inferredcites →https://doi.org/10.2307/2286348openalex-snapshot
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
inferredcites →https://doi.org/10.2307/2297604openalex-snapshot
Two Stage and Related Estimators and Their Applications
inferredcites →https://doi.org/10.2307/2328636openalex-snapshot
Why Does Stock Market Volatility Change Over Time?
inferredcites →https://doi.org/10.2469/faj.v49.n1.72openalex-snapshot
Statistical Models for Financial Volatility

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.1098193openalex-extracted
Firm-Level Transparency in the Former East Bloc: Empirical Evidence from the Baltic Region
inferred← citeshttps://doi.org/10.1007/s11300-012-0232-8openalex-snapshot
Stock Exchange Markets in China: Structure and Main Problems
inferred← citeshttps://doi.org/10.1080/17487870.2013.827967openalex-snapshot
The relationship between financial liberalization and stock market volatility: the mediating role of financial crises
inferred← citeshttps://doi.org/10.1108/17439130710824361openalex-snapshot
The use of GARCH models for the calculation of minimum capital risk requirements
inferred← citeshttps://doi.org/10.1108/17538390810919628openalex-snapshot
Towards an Islamic international financial hub: the role of Islamic capital market in Malaysia
inferred← citeshttps://doi.org/10.22547/ber/10.2.1openalex-snapshot
Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms
inferred← citeshttps://doi.org/10.3846/jbem.2010.25openalex-snapshot
TIME‐VARYING VOLATILITY MODELLING OF BALTIC STOCK MARKETS
inferred← citeshttps://doi.org/10.48550/arxiv.0808.1538openalex-snapshot
Heterogeneous expectations and long range correlation of the volatility of asset returns
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.