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isPartOf:"Journal of business ethics : JOBE"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~person:"Chen, Zhian"
~person:"Fang, Nengsheng"
~subject:"Aktienmarkt"
~subject:"Stock market"
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Aktienmarkt
Stock market
China
3
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Bid-ask spread
1
Capital income
1
Chinese stock market
1
Geld-Brief-Spanne
1
Kapitaleinkommen
1
Market segmentation
1
Marktsegmentierung
1
Spillover effect
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Spillover-Effekt
1
asymmetric predictability
1
bid-ask spread
1
bivariate GARCH
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information transmission
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market segmentation
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quadratic variation
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realized semivariance
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short-sale restriction
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signed jump
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Chen, Zhian
Fang, Nengsheng
Kong, Dongmin
3
Zhang, Dayong
3
Chen, Jian
2
Fung, Hung-gay
2
Wang, Changyun
2
Wang, Maobin
2
Wu, Chongfeng
2
Wu, Yu
2
Abdullah
1
Cai, Weixian
1
Cao, Guangxi
1
Cao, Hong
1
Chen, Bin
1
Chen, Hsin-Hung
1
Chen, Jiaqi
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Chen, Min
1
Chen, Wei
1
Chen, Xiaoyu
1
Chen, Yi-Ling
1
Chen, Zewei
1
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1
Cheng, Teng Yuan
1
Chiang, Shu-mei
1
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1
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1
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1
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1
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1
Dong, Weijia
1
Fang, Chung-rou
1
Fang, Fang
1
Feng, Licheng
1
Fu, Junhui
1
Geppert, John M.
1
Gong, Yujing
1
Han, Junying
1
He, Chen
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Journal of business ethics : JOBE
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of banking & finance
1
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ECONIS (ZBW)
3
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1
Realized semivariances and the variation of signed jumps in China's stock market
Fang, Nengsheng
;
Jiang, Wen
;
Luo, Ronghua
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 563-586
Persistent link: https://www.econbiz.de/10011764316
Saved in:
2
Decomposing the bid-ask spread in a segmented equity market : analyzing Chinese A shares versus B shares
Chen, Zhian
;
Cui, Xin
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
)
4
,
pp. 30-49
Persistent link: https://www.econbiz.de/10009682733
Saved in:
3
Regulation change and volatility spillovers : evidence from China's stock markets
Chen, Zhian
;
Jiang, Hai
;
Sim, Ah-boon
- In:
Emerging markets finance & trade : a journal of the …
46
(
2010
)
6
,
pp. 140-157
Persistent link: https://www.econbiz.de/10009238965
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