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Salience in beta anomaly
Li, Xiaofang; Li, Daye; Yi, Kefu; Men, Ming - In: Applied economics 55 (2023) 55, pp. 6479-6503
Persistent link: https://www.econbiz.de/10014382184
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The paradox of China's international stock market co-movement : evidence from volatility spillover effects between China and G5 stock markets
Nishimura, Yusaku; Men, Ming - In: Journal of Chinese economic and foreign trade studies 3 (2010) 3, pp. 235-253
Persistent link: https://www.econbiz.de/10008859380
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Size effect in China
Li, Tianyang; Li, Daye; Men, Ming - In: Applied economics 53 (2021) 37, pp. 4358-4370
Persistent link: https://www.econbiz.de/10012609760
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Intraday return and volatility spillover mechanism from Chinese to Japanese stock market
Nishimura, Yusaku; Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Journal of the Japanese and international economies : … 35 (2015), pp. 23-42
Persistent link: https://www.econbiz.de/10011380505
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Intraday volatility and volume in China's stock index and index futures markets
Nishimura, Yusaku; Sun, Bianxia - In: Asia-Pacific journal of financial studies 44 (2015) 6, pp. 932-955
Persistent link: https://www.econbiz.de/10011471124
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President's Tweets, US-China economic conflict and stock market Volatility : evidence from China and G5 countries
Nishimura, Yusaku; Sun, Bianxia - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013187621
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The intraday volatility spillover index approach and an application in the Brexit vote
Nishimura, Yusaku; Sun, Bianxia - In: Journal of international financial markets, … 55 (2018), pp. 241-253
Persistent link: https://www.econbiz.de/10011984139
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Private information, investor sentiment, and IPO pricing : which institutional investors are better informed?
Funaoka, Kenta; Nishimura, Yusaku - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1722-1736
Persistent link: https://www.econbiz.de/10012210902
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Do international investors cause stock market spillovers? : comparing responses of cross-listed stocks between accessible and inaccessible markets
Nishimura, Yusaku; Tsutsui, Yoshiro; Hirayama, Kenjiro - In: Economic modelling 69 (2018), pp. 237-248
Persistent link: https://www.econbiz.de/10012016160