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Option-implied volatility factors and the cross-section of market risk premia
Li, Junye - In: Journal of banking & finance 36 (2012) 1, pp. 249-260
Persistent link: https://www.econbiz.de/10009411132
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Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao; Li, Junye - In: Journal of banking & finance 101 (2019), pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
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Intraday volume and volatility relations with and without public news
Darrat, Ali F.; Zhong, Maosen; Cheng, Louis T. W. - In: Journal of banking & finance 31 (2007) 9, pp. 2711-2729
Persistent link: https://www.econbiz.de/10003572354
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Intraday trading volume and return volatility of the DJIA stocks : a note
Darrat, Ali F.; Rahman, Shafiqur; Zhong, Maosen - In: Journal of banking & finance 27 (2003) 10, pp. 2035-2043
Persistent link: https://www.econbiz.de/10001787478
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Decomposition of the increase in earnings inquality in urban China : a distributional approach
Chi, Wei; Li, Bo; Yu, Qiumei - In: China economic review : an international journal 22 (2011) 3, pp. 299-312
Persistent link: https://www.econbiz.de/10009306562
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Regional disparity of labor's share in China : evidence and explanation
Chi, Wei; Qian, Xiaoye - In: China economic review : an international journal 27 (2013), pp. 277-293
Persistent link: https://www.econbiz.de/10010518988