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The information content of realized volatility of sector indices in China’s stock market
Lin, Tiantian; Liu, Dehong; Zhang, Lili; Lung, Peter P. - In: International review of economics & finance : IREF 64 (2019), pp. 625-640
Persistent link: https://www.econbiz.de/10012372895
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Price discovery in the price disagreement between equity and option markets : evidence from SSE ETF50 options of China
Liu, Dehong; Qiu, Qi; Hughen, J. Christopher; Lung, Peter P. - In: International review of economics & finance : IREF 64 (2019), pp. 557-571
Persistent link: https://www.econbiz.de/10012372858
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Anticipation of takeovers in stock and options markets
Liu, Dehong; Lung, Peter P.; Lallemand, Justin - In: International review of economics & finance : IREF 39 (2015), pp. 19-35
Persistent link: https://www.econbiz.de/10011572399
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The equity mispricing : evidence from China's stock market
Liu, Dehong; Gu, Hongmei; Lung, Peter P. - In: Pacific-Basin finance journal 39 (2016), pp. 211-223
Persistent link: https://www.econbiz.de/10011669250
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Index option trading and equity volatility : evidence from the SSE 50 and CSI 500 stocks
Sui, Cong; Lung, Peter P.; Yang, Mo - In: International review of economics & finance : IREF 73 (2021), pp. 60-75
Persistent link: https://www.econbiz.de/10012672300
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Predictable dynamics in the implied volatility surface based on weighted least squares : evidence from soybean meal futures options in China
Sui, Cong; Lung, Peter P.; Yang, Mo - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 11, pp. 2625-2638
Persistent link: https://www.econbiz.de/10012262896
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The meltdown of the Chinese equity market in the summer of 2015
Liu, Dehong; Gu, Hongmei; Xing, Tiancai - In: International review of economics & finance : IREF 45 (2016), pp. 504-517
Persistent link: https://www.econbiz.de/10011626532
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Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke; Liu, Dehong; Yuan, Jianglei; Huang, Zhenhuan - In: International review of economics & finance : IREF 82 (2022), pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
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Mentoring functions and turnover intention : the mediating role of perceived organizational support
Park, Joon Hyung; Newman, Alexander; Zhang, Lili; Wu, … - In: The international journal of human resource management 27 (2016) 11/12, pp. 1173-1191
Persistent link: https://www.econbiz.de/10011484436
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Identifying the main delivery actors in a technology delivery system : a case study on cloud manufacturing in China
Zhang, Lili; Guo, Ying; Lian, Xiangpeng; Sun, Ganlu; … - In: Technology analysis & strategic management 31 (2019) 3, pp. 319-339
Persistent link: https://www.econbiz.de/10012208171