Investor attention and the predictability of the volatility of CNY‐CNH spreads: Evidence from a GARCH‐MIDAS model.

MLA

Li, Xiaoping, et al. “Investor Attention and the Predictability of the Volatility of CNY‐CNH Spreads: Evidence from a GARCH‐MIDAS Model.” Accounting & Finance, vol. 63, no. 5, Dec. 2023, pp. 4939–59. EBSCOhost, https://doi.org/10.1111/acfi.13191.

APA

Li, X., Zhang, Z., Pan, J., & Duan, J. (2023). Investor attention and the predictability of the volatility of CNY‐CNH spreads: Evidence from a GARCH‐MIDAS model. Accounting & Finance, 63(5), 4939–4959. https://doi.org/10.1111/acfi.13191

Chicago

Li, Xiaoping, Zhipeng Zhang, Junyu Pan, and Jihong Duan. 2023. “Investor Attention and the Predictability of the Volatility of CNY‐CNH Spreads: Evidence from a GARCH‐MIDAS Model.” Accounting & Finance 63 (5): 4939–59. doi:10.1111/acfi.13191.