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Search: subject:"Price co-movement"
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Commodity price
4
Preiskonvergenz
4
Price co-movement
4
Price convergence
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3
China
3
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price co-movement
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Article in journal
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Ding, Shusheng
2
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2
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1
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1
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Dora, Manoj
1
Elepu, Gabriel
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
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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
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Tsionas, Efthymios G.
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Wang, Jun
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Advances in Pacific Basin business, economics, and finance
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Agrekon : agricultural economics research, policy and practice in southern Africa
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ECONIS (ZBW)
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1
Extreme
price
co-movement
of commodity futures and industrial production growth : an empirical evaluation
Wen, Xiaoqian
;
Xie, Yuxin
;
Pantelous, Athanasios A.
- In:
Energy economics
108
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202950
Saved in:
2
Assessing the impact of COVID-19 on price co-movements in China
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013358718
Saved in:
3
Multiscale information transmission between commodity markets : an EMD-Based transfer entropy network
Liu, Chang
;
Sun, Xiaolei
;
Wang, Jun
;
Li, Jianping
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013264679
Saved in:
4
Quantifying financial market dynamics : scaling law in rank mobility of Chinese stock prices
Shi, Yongbin
;
Yu, Miao
;
Chen, Liujun
;
Ivanov, Plamen Ch.
; …
- In:
Finance research letters
38
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012490316
Saved in:
5
Divergent opinion, trading information, and stock price co-movements
Chen, Lin
;
Wang, Junbo
;
Wu, Chunchi
;
Zhu, Hongquan
- In:
Advances in Pacific Basin business, economics, and finance
8
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012601370
Saved in:
6
A key determinant of commodity
price
Co-movement
: the role of daily market liquidity
Zhang, Yongmin
;
Ding, Shusheng
;
Scheffel, Eric M.
- In:
Economic modelling
81
(
2019
),
pp. 170-180
Persistent link: https://www.econbiz.de/10012201921
Saved in:
7
Stock
price
co-movement
and the foundations of pairs trading
Farago, Adam
;
Hjalmarsson, Erik
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 629-665
Persistent link: https://www.econbiz.de/10012138924
Saved in:
8
Return and volatility co-movement in commodity futures markets : the effects of liquidity risk
Zhang, Yongmin
;
Ding, Shusheng
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1471-1486
Persistent link: https://www.econbiz.de/10011913167
Saved in:
9
Price linkages in the international skim milk powder market : empirical evidence from nonparametric and time-varying copulas
Fousekis, Panajiotis
;
Emmanouilides, Christos
; …
- In:
The Australian journal of agricultural and resource …
61
(
2017
)
1
,
pp. 135-153
Persistent link: https://www.econbiz.de/10011674338
Saved in:
10
On
price
co-movement
and volatility spillover effects in China's housing markets
Weng, Yingliang
;
Gong, Pu
- In:
International journal of strategic property management
21
(
2017
)
3
,
pp. 240-255
Persistent link: https://www.econbiz.de/10011893479
Saved in:
1
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