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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. 467-504
Persistent link: https://www.econbiz.de/10008169963
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Price discovery in the round-the-clock U.S. Treasury market
He, Yan; Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of financial intermediation 18 (2009) 3, pp. 464
Persistent link: https://www.econbiz.de/10008262028
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Domestic versus foreign equity shares: Which are more costly to trade in the Chinese market?
He, Yan; Wang, Junbo; Wu, Chunchi - In: International review of economics & finance : IREF 27 (2013), pp. 465-481
Persistent link: https://www.econbiz.de/10010104877
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Do bond rating changes affect the information asymmetry of stock trading?
He, Yan; Wang, Junbo; Wei, K.C. John - In: Journal of empirical finance 18 (2011) 1, pp. 103-117
Persistent link: https://www.econbiz.de/10008769861
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Further Evidence on Mean Reversion in Index Basis Changes
He, Yan; Wu, Chunchi - In: The financial review : the official publication of the … 36 (2001) 1, pp. 95-124
Persistent link: https://www.econbiz.de/10005947136
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Further Evidence on Mean Reversion in Index Basis Changes
He, Yan; Wu, Chunchi - In: The financial review : the official publication of the … (2001) 1, pp. 95-124
Persistent link: https://www.econbiz.de/10005950548
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THE EFFECTS OF DECIMALIZATION ON RETURN VOLATILITY COMPONENTS, SERIAL CORRELATION, AND TRADING COSTS
He, Yan; Wu, Chunchi - In: The journal of financial research : a publ. of the … 28 (2005) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10006809762
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Is stock price rounded for economic reasons in the Chinese markets?
He, Yan; Wu, Chunchi - In: Global finance journal 17 (2006) 1, pp. 119-135
Persistent link: https://www.econbiz.de/10007630928
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Price rounding and bid-ask spreads before and after the decimalization
He, Yan; Wu, Chunchi - In: International review of economics & finance : IREF 13 (2004) 1, pp. 19-42
Persistent link: https://www.econbiz.de/10007651525
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An explanation of the volatility disparity between the domestic and foreign shares in the Chinese stock markets
He, Yan; Wu, Chunchi; Chen, Yea-Mow - In: International review of economics & finance : IREF 12 (2003) 2, pp. 171-186
Persistent link: https://www.econbiz.de/10007657047