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The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye; Li, Wei; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 235-267
Persistent link: https://www.econbiz.de/10003846977
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The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye; Li, Wei; Cheng, Louis T.W. - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 235-268
Persistent link: https://www.econbiz.de/10008248055
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Asset returns and inflation in response to supply, monetary, and fiscal disturbances
Lee, Bong-soo - In: Review of quantitative finance and accounting 21 (2003) 3, pp. 207-231
Persistent link: https://www.econbiz.de/10001839829
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Empirical identification of non-information trades using trading volume data
Lee, Bong-soo; Rui, Oliver Meng - In: Review of quantitative finance and accounting 17 (2001) 4, pp. 327-350
Persistent link: https://www.econbiz.de/10001748172
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The dynamic relation between options trading, short selling, and aggregate stock returns
DeLisle, R. Jared; Lee, Bong-soo; Mauck, Nathan - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 645-671
Persistent link: https://www.econbiz.de/10011595696
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The effectiveness of price limits and stock characteristics : evidence from the Shanghai and Shenzhen stock exchanges
Chen, Gong-meng; Rui, Oliver Meng; Wang, Steven Shuye - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 159-182
Persistent link: https://www.econbiz.de/10003124817
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The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges
Chen, Gong-meng; Rui, Oliver Meng; Wang, Steven Shuye - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 159-182
Persistent link: https://www.econbiz.de/10007148665
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Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka; Li, Wei - In: Review of quantitative finance and accounting 42 (2014) 4, pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
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Is the "perfect" timing strategy truly perfect?
Lam, Kin; Li, Wei - In: Review of quantitative finance and accounting 22 (2004) 1, pp. 39-51
Persistent link: https://www.econbiz.de/10001919343
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Product market competition, stock price informativeness, and IFRS adoption : evidence from Europe
Wang, Jing; Li, Wei; Forst, Arno - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1537-1559
Persistent link: https://www.econbiz.de/10012549875