//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Ho, Kin Yip"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
China
20
Volatilität
18
ARCH model
14
ARCH-Modell
14
Aktienmarkt
14
Stock market
14
Capital income
11
Kapitaleinkommen
11
Börsenkurs
8
Share price
8
Ankündigungseffekt
7
Announcement effect
7
Estimation
7
News sentiment
7
Schätzung
7
Risikoprämie
6
Risk premium
6
Time series analysis
6
Zeitreihenanalyse
6
Correlation
5
Korrelation
5
Long memory
5
Public information arrival
5
Theorie
5
Theory
5
CAPM
4
Constant correlations
4
Markov chain
4
Markov-Kette
4
Asset volatility
3
Business cycle
3
Exchange rate
3
FIGARCH
3
Hong Kong
3
Hongkong
3
Konjunktur
3
Markov Regime-Switching GARCH
3
National income
3
Nationaleinkommen
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
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
more ...
less ...
Published in...
All
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
1
The journal of wealth management
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
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:
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 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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->