投资者关注能提高市场波动率预测精度吗？——基于中国股票市场高频数据的实证研究
张同辉, 苑莹, 曾文
Can Investor Attention Help to Predict Stock Market Volatility? An Empirical Research Based on Chinese Stock Market High-frequency Data
ZHANG Tong-hui, YUAN Ying, ZENG Wen
中国管理科学
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2020, (11): 192
-205
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DOI: 10.16381/j.cnki.issn1003-207x.2018.0509
