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Asymmetric correlations in equity returns : a fundamental-based explanation

Ding, Liang; Miyake, Hiroyoki; Zou, Hao - In: Applied financial economics 21 (2011) 4/6, pp. 389-399

Persistent link: https://www.econbiz.de/10009124543

Semi-transparency, dealership market, and foreign exchange market quality

Ding, Liang; Zou, Hao; Addona, Vittorio - In: Review of financial economics : RFE 21 (2012) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10009703257

Semi-Transparency, Dealership Market and Foreign Exchange Market Quality

Ding, Liang - 2010

This paper examines the effects of a semi-transparency event, introduction of the electronic trading system (EBS), on the market quality of a typical dealership market - the FX market. We find that increasing transparency leads to lower market volatility and higher trading volume, but the...

Persistent link: https://www.econbiz.de/10013144870

Market structure and dealers' quoting behavior in the foreign exchange market

Ding, Liang - In: Journal of international financial markets, … 18 (2008) 4, pp. 313-325

Persistent link: https://www.econbiz.de/10003727936

Bid-ask spread and order size in the foreign exchange market : an empirical investigation

Ding, Liang - In: International journal of finance & economics : IJFE 14 (2009) 1, pp. 98-105

Persistent link: https://www.econbiz.de/10003807528

Essays on the application of the market microstructure approach in exchange rate economics

Ding, Liang - 2006

Persistent link: https://www.econbiz.de/10003965304

The Thursday effect of the forward premium puzzle

Ding, Liang - In: International review of economics & finance : IREF 21 (2012) 1, pp. 302-318

Persistent link: https://www.econbiz.de/10009486120

Conditional correlation between exchange rates and stock prices

Ding, Liang - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 452-463

Persistent link: https://www.econbiz.de/10012655525

Market linkage and information spillover : evidence from pre-crisis, crisis, and recovery periods

Ding, Liang; Pu, Xiaoling - In: Journal of economics & business 64 (2012) 2, pp. 145-159

Persistent link: https://www.econbiz.de/10009551800

The electronic trading systems and bid-ask spreads in the foreign exchange market

Ding, Liang; Hiltrop, Jonas - In: Journal of international financial markets, … 20 (2010) 4, pp. 323-345

Persistent link: https://www.econbiz.de/10009260256