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~person:"Shi, Yanlin"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Börsenkurs
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Estimation
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Information dissemination
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Informationsverbreitung
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Share price
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Kointegration
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Price discovery
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Public information arrival
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Shi, Yanlin
Dan, Bin
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International review of economics & finance : IREF
1
Operations research letters
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ECONIS (ZBW)
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Does Bitcoin dominate the price discovery of the Cryptocurrencies market? : a time-varying information share analysis
Chang, Le
;
Shi, Yanlin
- In:
Operations research letters
48
(
2020
)
5
,
pp. 641-645
Persistent link: https://www.econbiz.de/10012303431
Saved in:
2
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
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