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~subject:"Volatilität"
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Search: person:"Ho, Kin Yip"
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Volatilität
China
20
Volatility
18
ARCH model
14
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Aktienmarkt
14
Stock market
14
Capital income
11
Kapitaleinkommen
11
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Ankündigungseffekt
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Announcement effect
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News sentiment
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Schätzung
7
Risikoprämie
6
Risk premium
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Time series analysis
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Zeitreihenanalyse
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Korrelation
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Long memory
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Public information arrival
5
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Markov Regime-Switching GARCH
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Ho, Kin-Yip
18
Shi, Yanlin
12
Zhang, Zhaoyong
10
Tsui, Albert K.
4
Liu, Wai-man
2
An, Jiyoun
1
Gao, Guangyuan
1
Lin Zheng
1
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International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Journal of empirical finance
2
China economic review : an international journal
1
Economic modelling
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Japan and the world economy : international journal of theory and policy
1
Journal of economic development
1
Pacific-Basin finance journal
1
Review of financial economics : RFE
1
Scottish journal of political economy : the journal of the Scottish Economic Society
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The journal of wealth management
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ECONIS (ZBW)
18
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1
News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
Saved in:
2
What drives the liquidity premium in the Chinese stock market?
An, Jiyoun
;
Ho, Kin-Yip
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
Saved in:
3
News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
4
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan
;
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Saved in:
5
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
6
Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 168-186
Persistent link: https://www.econbiz.de/10012036615
Saved in:
7
Does news matter in China's foreign exchange market? : Chinese RMB volatility and public information arrivals
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 302-321
Persistent link: https://www.econbiz.de/10011791354
Saved in:
8
It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
Scottish journal of political economy : the journal of …
63
(
2016
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10011454981
Saved in:
9
Public news arrival and the idiosyncratic volatility puzzle
Shi, Yanlin
;
Liu, Wai-man
;
Ho, Kin-Yip
- In:
Journal of empirical finance
37
(
2016
),
pp. 159-172
Persistent link: https://www.econbiz.de/10011662979
Saved in:
10
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
Saved in:
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