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Stock prices and the exchange rate in a structural model with an application to the case of France

Zhu, Zhen - In: Journal of economic integration 13 (1998) 1, pp. 89-107

Persistent link: https://www.econbiz.de/10001237332

Transaction costs and price volatility : new evidence from the Tokyo stock exchange

Liu, Shinhua; Zhu, Zhen - In: Journal of financial services research : JFSR 36 (2009) 1, pp. 65-83

Persistent link: https://www.econbiz.de/10003870093

Is the stock market sticker shoked? : a study of market response to recent CAFE regulations in the US

Burdina, Mariya; Wright, Michael; Zhu, Zhen - In: Applied economics 46 (2014) 34/36, pp. 4178-4189

Persistent link: https://www.econbiz.de/10010462825

Transaction Costs and Price Volatility : New Evidence from the Tokyo Stock Exchange

Liu, Shinhua - 2010

We investigate the volatility impacts of the full commission deregulation in Japan in October 1999, and find that the deregulation overall tends to significantly increase price volatility in the Japanese equity market, using alternative model specifications and control variables. This finding...

Persistent link: https://www.econbiz.de/10013138506

Intraday price jumps, market liquidity, and the magnet effect of circuit breakers

Jian, Zhihong; Zhu, Zhican; Zhou, Jie; Wu, Shuai - In: International review of economics & finance : IREF 70 (2020), pp. 168-186

Persistent link: https://www.econbiz.de/10012486784

High-dimensional covariance forecasting based on principal component analysis of high-frequency data

Jian, Zhihong; Deng, Pingjun; Zhu, Zhican - In: Economic modelling 75 (2018), pp. 422-431

Persistent link: https://www.econbiz.de/10012101548

Frequency heterogeneity of tail connectedness : evidence from global stock markets

Jian, Zhihong; Lu, Haisong; Zhu, Zhican; Xu, Huiling - In: Economic modelling 125 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014463607