Narrow search
Showing 1 - 10 of 21
Cover Image
Are liquidity and information risks priced in the treasury bond market?
Li, Haitao; Wang, Junbo; Wu, Chunchi; He, Yan - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 467-503
Persistent link: https://www.econbiz.de/10003853125
Cover Image
Small trades and volatility increases after stock splits
Chen, Chun-nan; Wu, Chunchi - In: International review of economics & finance : IREF 18 (2009) 4, pp. 592-610
Persistent link: https://www.econbiz.de/10003902672
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
Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 4, pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
Cover Image
The informativeness of corporate bond trades
Chen, Peter; Wang, Junbo; Wu, Chunchi - In: Review of Pacific Basin financial markets and policies 14 (2011) 3, pp. 367-428
Persistent link: https://www.econbiz.de/10009312112
Cover Image
Price discovery in the US treasury market : automation vs. intermediation
Man, Kasing; Wang, Junbo; Wu, Chunchi - In: Management science : journal of the Institute for … 59 (2013) 3, pp. 695-714
Persistent link: https://www.econbiz.de/10009731238
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
Do macroeconomic variables matter for pricing default risk?
Xie, Yan Alice; Shi, Jian; Wu, Chunchi - In: International review of economics & finance : IREF 17 (2008) 2, pp. 279-291
Persistent link: https://www.econbiz.de/10003749760
Cover Image
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi; Li, Jinliang; Zhang, Wei - In: The journal of futures markets 25 (2005) 6, pp. 553-585
Persistent link: https://www.econbiz.de/10002846393
Cover Image
Liquidity, default, taxes and yields on municipal bonds
Wang, Junbo; Wu, Chunchi; Zhang, Frank X. - 2005
Persistent link: https://www.econbiz.de/10003081454