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Finance research letters
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Physica A: Statistical Mechanics and its Applications
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Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
2
Open source information, investor attention, and asset pricing
Zhang, Wei
;
Shen, Dehua
;
Zhang, Yongjie
;
Xiong, Xiong
- In:
Economic modelling
33
(
2013
),
pp. 613-619
Persistent link: https://www.econbiz.de/10010193280
Saved in:
3
R2 and idiosyncratic volatility : which captures the firm-specific return variation?
Zhang, Wei
;
Li, Xiao
;
Shen, Dehua
;
Teglio, Andrea
- In:
Economic modelling
55
(
2016
),
pp. 298-304
Persistent link: https://www.econbiz.de/10011642527
Saved in:
4
Market reaction to internet news : information diffusion and price pressure
Zhang, Yongjie
;
Song, Weixin
;
Shen, Dehua
;
Zhang, Wei
- In:
Economic modelling
56
(
2016
),
pp. 43-49
Persistent link: https://www.econbiz.de/10011645851
Saved in:
5
Profitability of reversal strategies : a modified version of the Carhart model in China
Zhang, Wei
;
Wang, Guanying
;
Wang, Xingchun
;
Xiong, Xiong
; …
- In:
Economic modelling
69
(
2018
),
pp. 26-37
Persistent link: https://www.econbiz.de/10012016080
Saved in:
6
Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua
;
Li, Xiao
;
Zhang, Wei
- In:
Economic modelling
69
(
2018
),
pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
Saved in:
7
Market maker competition and price efficiency : evidence from China
Zhang, Wei
;
Huang, Ke
;
Feng, Xu
;
Zhang, Yongjie
- In:
Economic modelling
66
(
2017
),
pp. 121-131
Persistent link: https://www.econbiz.de/10011813676
Saved in:
8
Daily happiness and stock returns : the case of Chinese company listed in the United States
Li, Xiao
;
Shen, Dehua
;
Xue, Mei
;
Zhang, Wei
- In:
Economic modelling
64
(
2017
),
pp. 496-501
Persistent link: https://www.econbiz.de/10011761297
Saved in:
9
Open source information, investor attention, and asset pricing
Zhang, Wei
;
Shen, Dehua
;
Zhang, Yongjie
;
Xiong, Xiong
- In:
Economic modelling
33
(
2013
),
pp. 613-619
Persistent link: https://www.econbiz.de/10010161433
Saved in:
10
Real-time macroeconomic monitoring using mixed frequency data : evidence from China
Zhang, Wei
;
He, Jie
;
Ge, Chanyuan
;
Xue, Rui
- In:
Economic modelling
117
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014229194
Saved in:
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