Narrow search
Showing 1 - 8 of 8
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Bayesian estimation of the stochastic volatility model with double exponential jumps
Li, Jinzhi - In: Review of derivatives research 24 (2021) 2, pp. 157-172
Persistent link: https://www.econbiz.de/10012549106
Cover Image
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
Cover Image
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
Cover Image
Optimal hedge ratios based on Markov-switching dynamic copula models
Li, Jinzhi - In: Journal of risk 20 (2017/2018) 6, pp. 55-74
Persistent link: https://www.econbiz.de/10011962417