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Price limits and asymmetry of price dynamics : high frequency evidence from the Chinese stock market

Hou, Keqiang; Li, Xing; Zhong, Wei - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 7, pp. 1447-1461

Persistent link: https://www.econbiz.de/10012211645

Intangible factor and idiosyncratic volatility puzzles

Li, Xing; Hou, Keqiang; Zhang, Chao - In: Finance research letters 34 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012437005

Investors' opinion disagreement and abnormal trading around pre-earnings announcements

Li, Xing; Hou, Keqiang - In: International review of financial analysis 91 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014447045

Novel modelling strategies for high-frequency stock trading data

Zhang, Xuekui; Huang, Yuying; Xu, Ke; Xing, Li - In: Financial innovation : FIN 9 (2023) 1, pp. 1-25

Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to mid-price stock predictions. Processing raw data as...

Persistent link: https://www.econbiz.de/10014288960

Who plays the key role among Shanghai, Shenzhen and Hong Kong stock markets?

Wang, Jian; Zhu, Junfeng; Dou, Feifei - In: China & world economy 20 (2012) 6, pp. 102-120

Persistent link: https://www.econbiz.de/10009713452

Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks : evidence from China

Li, Yanshuang; Zhuang, Xintian; Wang, Jian - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012821305

Analysis of the impact of COVID-19 pandemic on G20 stock markets

Li, Yanshuang; Zhuang, Xintian; Wang, Jian; Dong, Zibing - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10013187672

CEO political connection and stock sentiment beta : evidence from China

Yi, Shangkun; Wang, Jian; Xiaoting Wang; Feng, Hongrui - In: Pacific-Basin finance journal 74 (2022), pp. 1-31

Persistent link: https://www.econbiz.de/10013389459

Asymmetric inefficiency in the market response to non-earnings 8-K information

Li, Xing; Tan, Qin - In: Contemporary accounting research : the journal of the … 39 (2022) 2, pp. 1389-1424

Persistent link: https://www.econbiz.de/10013280015

Commodity futures price behaviour following large one-day price changes

Mazouz, Khelifa; Wang, Jian - In: Applied financial economics 24 (2014) 13/15, pp. 939-948

Persistent link: https://www.econbiz.de/10010410296