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A network perspective of the stock market

Tse, Chi K.; Liu, Jing; Lau, Francis C. M. - In: Journal of empirical finance 17 (2010) 4, pp. 659-667

Persistent link: https://www.econbiz.de/10009267260

Stock liquidity and corporate trade credit strategies : evidence from China

Shahzad, Umeair; Liu, Jing; Luo, Fukai - In: Journal of business economics and management 23 (2022) 1, pp. 40-59

This study investigates the nexus of stock liquidity and trade-credit policies in China from 2002 to 2017. The estimates are robust to alternative proxies, various fixed-effects, and the exogenous impact of Chinese split share structure reforms (SSSR) 2005-06 is investigated through the...

Persistent link: https://www.econbiz.de/10013258463

Forecasting stock price volatility : new evidence from the GARCH-MIDAS model

Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694

Persistent link: https://www.econbiz.de/10012415334

The change in stock-selection risk and stock market returns

Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014234959

Long-term adjusted volatility : powerful capability in forecasting stock market returns

Qiu, Rui; Liu, Jing; Li, Yan - In: International review of financial analysis 86 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014248427

Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective

Xu, Yanyan; Liu, Jing; Ma, Feng; Chu, Jielei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 543-560

Persistent link: https://www.econbiz.de/10014446494

Risk, return and dividends

Ang, Andrew; Liu, Jun - 2007

Persistent link: https://www.econbiz.de/10003411331

Risk, return, and dividends

Ang, Andrew; Liu, Jun - In: Journal of financial economics 85 (2007) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10003485173

Innovations in financial IS and technology ecosystems : high-frequency trading in the equity market

Kauffman, Robert J.; Liu, Jun; Ma, Dan - In: Technological forecasting & social change : an … 99 (2015), pp. 339-354

Persistent link: https://www.econbiz.de/10011525141

Paper millionaires : how valuable is stock to a stockholder who is restricted from selling it?

Kahl, Matthias; Liu, Jun; Longstaff, Francis A. - In: Journal of financial economics 67 (2003) 3, pp. 385-410

Persistent link: https://www.econbiz.de/10001739253