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~isPartOf:"China economic review : an international journal"
~isPartOf:"Finance research letters"
~person:"Caporale, Guglielmo Maria"
~person:"Li, Yan"
~subject:"Estimation"
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Caporale, Guglielmo Maria
Li, Yan
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China economic review : an international journal
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Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
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