Narrow search
Showing 1 - 8 of 8
Cover Image
Is there a volatility effect in the Hong Kong stock market?
Nartea, Gilbert V.; Wu, Ji - In: Pacific-Basin finance journal 25 (2013), pp. 119-135
Persistent link: https://www.econbiz.de/10010346752
Cover Image
Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.; Wu, Ji; Liu, Hong Tao - In: Applied financial economics 24 (2014) 4/6, pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
Cover Image
Does idiosyncratic volatility matter in emerging markets? : evidence from China
Nartea, Gilbert V.; Wu, Ji; Liu, Zhentao - In: Journal of international financial markets, … 27 (2013), pp. 137-160
Persistent link: https://www.econbiz.de/10010411748
Cover Image
Investor sentiment and the economic policy uncertainty premium
Nartea, Gilbert V.; Bai, Hengyu; Wu, Ji - In: Pacific-Basin finance journal 64 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012493871
Cover Image
Predictive ability of low-frequency volatility measures : evidence from the Hong Kong stock markets
Gan, Christopher; Nartea, Gilbert V.; Wu, Ji - In: Finance research letters 26 (2018), pp. 40-46
Persistent link: https://www.econbiz.de/10012005426
Cover Image
Patterns and pricing of idiosyncratic volatility in the French stock market
Liu, Zhentao; Nartea, Gilbert V.; Wu, Ji - In: Theoretical economics letters 8 (2018) 1, pp. 79-97
Persistent link: https://www.econbiz.de/10011842086
Cover Image
Do extreme returns matter in emerging markets? : evidence from the Chinese stock market
Nartea, Gilbert V.; Kong, Dongmin; Wu, Ji - In: Journal of banking & finance 76 (2017), pp. 189-197
Persistent link: https://www.econbiz.de/10011814322
Cover Image
Extreme returns and the idiosyncratic volatility puzzle : African evidence
Wu, Ji; Chimezie, Eze Peter; Nartea, Gilbert V.; Zhang, Jing - In: Applied economics 51 (2019) 58, pp. 6264-6279
Persistent link: https://www.econbiz.de/10012197340