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person:"Zhang, Lu"
~isPartOf:"Computational economics"
~isPartOf:"The European journal of finance"
~person:"Tippett, Mark"
~person:"Zhang, Wei"
~type_genre:"Article in journal"
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ECONIS (ZBW)
5
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1
The role of hedge funds in the asset pricing : evidence from China
Zhang, Jing
;
Zhang, Wei
;
Li, Youwei
;
Feng, Xu
- In:
The European journal of finance
28
(
2022
)
2
,
pp. 219-243
Persistent link: https://www.econbiz.de/10013373250
Saved in:
2
Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian
;
Gu, Gao-Feng
;
Jiang, Zhi-Qiang
;
Xiong, Xiong
; …
- In:
Computational economics
50
(
2017
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
Saved in:
3
A modified Corrado test for assessing abnormal security returns
Ataullah, Ali
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 589-601
Persistent link: https://www.econbiz.de/10009509842
Saved in:
4
The Feller diffusion, filter rules and abnormal stock returns
Docherty, Paul
;
Dong, Yizhe
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 426-438
Persistent link: https://www.econbiz.de/10012244331
Saved in:
5
Subtle is the Lord, but malicious He is not : the calculation of abnormal stock returns in applied research
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
25
(
2019
)
9
,
pp. 835-855
Persistent link: https://www.econbiz.de/10012207032
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