Similar Search Results

Intraday dynamics of volatility and duration : evidence from Chinese stocks

Liu, Chun; Maheu, John M. - In: Pacific-Basin finance journal 20 (2012) 3, pp. 329-348

Persistent link: https://www.econbiz.de/10009532264

SEO underpricing in China's stock market : a stochastic frontier approach

Liu, C.; Chung, C. Y. - In: Applied financial economics 23 (2013) 4/6, pp. 393-402

Persistent link: https://www.econbiz.de/10009718913

Institutional investor trading in a short investment horizon : evidence from the Korean stock market

Chung, Chune Young; Liu, Chang; Wang, Kainan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1002-1012

Persistent link: https://www.econbiz.de/10011563263

Early-warning signals of risk contagion among global stock markets : evidence from community-level

Liu, Chengcheng; Song, Peng; Huang, Bai - In: Applied economics letters 29 (2022) 4, pp. 338-345

Persistent link: https://www.econbiz.de/10012803538

Detecting the lead-lag effect in stock markets : definition, patterns, and investment strategies

Li, Yongli; Wang, Tianchen; Sun, Baiqing; Liu, Chao - In: Financial innovation : FIN 8 (2022), pp. 1-36

Human activities widely exhibit a power-law distribution. Considering stock trading as a typical human activity in the financial domain, the first aim of this paper is to validate whether the well-known power-law distribution can be observed in this activity. Interestingly, this paper determines...

Persistent link: https://www.econbiz.de/10013272642

Dynamic patterns of daily lead-lag networks in stock markets

Li, Yongli; Liu, Chao; Wang, Tianchen; Sun, Baiqing - In: Quantitative finance 21 (2021) 12, pp. 2055-2068

Persistent link: https://www.econbiz.de/10012696814

Stock market reaction to the COVID-19 pandemic : an event study

Ji, Xiuping; Bu, Naipeng; Zheng, Chen; Xiao, Honggen; … - In: Portuguese economic journal 23 (2024) 1, pp. 167-186

Persistent link: https://www.econbiz.de/10014513096

Investor sentiment and the Chinese new energy stock market : a risk-return perspective

Shen, Yiran; Liu, Chang; Sun, Xiaolei; Guo, Kun - In: International review of economics & finance : IREF 84 (2023), pp. 395-408

Persistent link: https://www.econbiz.de/10014364072

Stock market liberalization and corporate investment revisited : evidence from China

Li, Zhisheng; Liu, Chun; Ni, Xiaoran; Pang, Jiaren - In: Journal of banking and finance 158 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014451973

Is the cash-returns relationship risk induced?

Liu, Chenxi; Kang, Mengyao - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10014445530