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The reverse volatility asymmetry in Chinese financial market

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Applied Financial Economics is a peer-reviewed journal providing an international forum for applied research on financial markets, including the bond and equity markets, derivative securities markets, the foreign exchange market, corporate finance, market microstructure and cognate areas. The journal is also concerned with the link between the real and financial sides of the economy, forecasting and recent developments in econometric techniques applicable to financial research.

Applied Financial Economics, Ahead of Print.

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