Yao et al. (2014) discusses that the CSSD in Fig 1. is non-linear and increase but at a decreasing rate. Can you tell me where is the decresing rate?

Yao et al. (2014) discussed that "Fig. 1 illustrates the magnitude of the non-linearity in the dispersion-market return relationship (which is captured by the γ2 coefficients) for the Shanghai...

03 July 2016 2,228 2 View