Narrow search
Showing 1 - 10 of 57
Cover Image
The overreaction hypothesis in the UK market : empirical analysis
Mazouz, Khelifa; Li, Xiafei - In: Applied financial economics 17 (2007) 13/15, pp. 1101-1111
Persistent link: https://www.econbiz.de/10003590536
Cover Image
Financial constraints, stock liquidity, and stock returns
Li, Xiafei; Luo, Di - In: Journal of international financial markets, … 63 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012263328
Cover Image
Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective
Bai, Lan; Wei, Yu; Wei, Guiwu; Li, Xiafei; Zhang, Songyun - In: Finance research letters 40 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012819378
Cover Image
Oil price fluctuation, stock market and macroeconomic fundamentals : evidence from China before and after the financial crisis
Wei, Yu; Qin, Songkun; Li, Xiafei; Zhu, Sha; Wei, Guiwu - In: Finance research letters 30 (2019), pp. 23-29
Persistent link: https://www.econbiz.de/10012420181
Cover Image
The dependence and risk spillover between crude oil market and China stock market : new evidence from a variational mode decomposition-based copula method
Li, Xiafei; Wei, Yu - In: Energy economics 74 (2018), pp. 565-581
Persistent link: https://www.econbiz.de/10011972926
Cover Image
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao; Xu, Yongan; Chen, Zhonglu; Li, Xiafei - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Cover Image
Time-varying price discovery in the eighteenth century : empirical evidence from the London and Amsterdam stock markets
Bell, Adrian R.; Brooks, Chris; Taylor, Nicholas - In: Cliometrica : journal of historical economics and … 10 (2016) 1, pp. 5-30
Persistent link: https://www.econbiz.de/10011492239
Cover Image
An alternative approach in investigating lead-lag relationships between stock and stock index futures markets : comment
Hasan, Mohammad S. - In: Applied financial economics letters 1 (2005) 2, pp. 125-130
Persistent link: https://www.econbiz.de/10002807139
Cover Image
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris; Garrett, Ian - In: Applied financial economics 12 (2002) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
Cover Image
The impact of news on measures of undiversifiable risk : evidence from the UK stock market
Brooks, Chris; Henry, Ólan Thomas John - 2000
Persistent link: https://www.econbiz.de/10001456109