Sign realized jump risk and the cross-section of stock returns: Evidence from China's stock market

Open Access

Peer-reviewed

Research Article

Youcong Chao,

Affiliation Business School, Central South University, Changsha, Hunan, P. R. China
⨯
Xiaoqun Liu ,

* E-mail: xiaoqunliu22@163.com

Affiliation Tourism School, Hainan University, Haikou, Hainan, P. R. China
⨯
Shijun Guo

Affiliation Business School, The University of Queensland, St. Lucia, Brisbane, Australia
⨯

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