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The relationship among China's fuel oil spot, futures and stock markets
Li, Ping; Zhang, Ziyi; Yang, Tianna; Qingchao, Zeng - In: Finance research letters 24 (2018), pp. 151-162
Persistent link: https://www.econbiz.de/10011982552
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Short-run price performance of venture capital trust in initial public offerings
Yang, Tianna; Hou, Wenxuan; Li, Ping - In: Finance research letters 25 (2018), pp. 177-182
Persistent link: https://www.econbiz.de/10012003513
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Portfolio optimization using asymmetry robust mean absolute deviation model
Li, Ping; Han, Yingwei; Xia, Yong - In: Finance research letters 18 (2016), pp. 353-362
Persistent link: https://www.econbiz.de/10011657302
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Dynamic robust portfolio selection with copulas
Han, Yingwei; Li, Ping; Xia, Yong - In: Finance research letters 21 (2017), pp. 190-200
Persistent link: https://www.econbiz.de/10011807775
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Dynamic correlations and spillover effects between CoCo bonds and other financial assets : evidence from European banking
Li, Fangfang; Li, Ping - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012487925
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Are Chinese crude oil futures good hedging tools?
Li, Jie; Huang, Lixin; Li, Ping - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012490536
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The impact of CoCo bonds on banking system's net value
Li, Ping; Guo, Yanhong; Meng, Hui; Huang, Lixin - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013553822
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Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic
Wang, Dong; Li, Ping; Huang, Lixin - In: Finance research letters 46 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013339281