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Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume

Li, Jinliang; Wu, Chunchi - In: The journal of business : B 79 (2006) 5, pp. 2697-2739

Persistent link: https://www.econbiz.de/10003406554

Cash trading and index futures price volatility

Li, Jinliang - In: The journal of futures markets 31 (2011) 5, pp. 465-486

Persistent link: https://www.econbiz.de/10009009223

Stochastic volatility, liquidity and intraday information flow

Li, Jinliang; Wu, Chunchi - In: Applied economics letters 18 (2011) 16/18, pp. 1511-1515

Persistent link: https://www.econbiz.de/10009383452

Margin borrowing, stock returns, and market volatility : evidence from margin credit balance

Zhang, Wei; Seyedian, Mojtaba; Li, Jinliang - In: Economics letters 87 (2005) 2, pp. 273-278

Persistent link: https://www.econbiz.de/10002837472

Determinants and information of REIT pricing

Li, Jinliang; Liang Lei - In: Applied economics letters 18 (2011) 13/15, pp. 1501-1505

Persistent link: https://www.econbiz.de/10009348808

When noise trading fades, volatility rises

Li, Jinliang - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 475-512

Persistent link: https://www.econbiz.de/10011595653

Cities in a pandemic : evidence from China

Baltagi, Badi H.; Deng, Ying; Li, Jing; Yang, Zhenlin - In: Journal of regional science 63 (2023) 2, pp. 379-408

Persistent link: https://www.econbiz.de/10014364951

Cities in a pandemic : evidence from China

Baltagi, Badi H.; Deng, Ying; Li, Jing; Yang, Zhenlin - 2022

This paper studies the impact of urban density, city government efficiency, and medical resources on COVID-19 infection and death outcomes in China. We adopt a simultaneous spatial dynamic panel data model to account for (i) the simultaneity of infection and death outcomes, (ii) the spatial...

Persistent link: https://www.econbiz.de/10013419317