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~isPartOf:"Cogent economics & finance"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~language:"nld"
~person:"Caporin, Massimiliano"
~person:"Liu, Dehong"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
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Developing countries
Entwicklungsländer
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7
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4
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4
Option trading
4
Optionsgeschäft
4
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Caporin, Massimiliano
Liu, Dehong
Gupta, Rangan
8
Ma, Feng
8
Chan, Kam C.
7
Wohar, Mark E.
7
Xuan Vinh Vo
7
Chao, Chi-Chur
6
Hammoudeh, Shawkat
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Mensi, Walid
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Salisu, Afees A.
5
Sheikh, Umaid A.
5
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Yin, Libo
5
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4
Asad, Muzaffar
4
Balcilar, Mehmet
4
Bossman, Ahmed
4
Bouri, Elie
4
Brooks, Robert
4
Cheng, Louis T. W.
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Fung, Hung-gay
4
Gao, Shenghao
4
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Hou, Yang
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Kang, Sang Hoon
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Kutan, Ali Mustafa
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Li, Steven
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Lien, Da-hsiang Donald
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Shaik, Muneer
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Tabash, Mosab I.
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Tiwari, Aviral Kumar
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Vortelinos, Dimitrios I.
4
Abakah, Emmanuel Joel Aikins
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Adam, Anokye M.
3
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Cogent economics & finance
International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
3
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2
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2
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2
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Macroeconomic forecasting in the era of big data : theory and practice
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Network connectivity, systematic and systemic risk
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Pacific-Basin finance journal
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1
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
2
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
3
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
4
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
5
The information content of realized volatility of sector indices in China’s stock market
Lin, Tiantian
;
Liu, Dehong
;
Zhang, Lili
;
Lung, Peter P.
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 625-640
Persistent link: https://www.econbiz.de/10012372895
Saved in:
6
Price discovery in the price disagreement between equity and option markets : evidence from SSE ETF50 options of China
Liu, Dehong
;
Qiu, Qi
;
Hughen, J. Christopher
;
Lung, Peter P.
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 557-571
Persistent link: https://www.econbiz.de/10012372858
Saved in:
7
Anticipation of takeovers in stock and options markets
Liu, Dehong
;
Lung, Peter P.
;
Lallemand, Justin
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011572399
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
9
Realized range volatility forecasting : dynamic features and predictive variables
Caporin, Massimiliano
;
Velo, Gabriel G.
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
Saved in:
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