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Frontiers of Business Research in China
Fig. 2 | Frontiers of Business Research in China

Fig. 2

From: Half-day trading and spillovers

Fig. 2

Realized volatility of the SPX and CSI300 in the afternoon. Notes. This figure plots the realized volatilities of CSI300 in the afternoon and SPX over the whole day. The data are from the Wind database and span from January 1, 2010, to December 31, 2019

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