Similar Search Results - EconBiz

Does aggregate relative risk aversion change countercyclically over time? : Evidence from the stock market

Guo, Hui (contributor); Wang, Zijun (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003740147

The emerging market crisis and stock market linkages : further evidence

Yang, Jian; Hsiao, Cheng; Li, Qi; Wang, Zijun - In: Journal of applied econometrics 21 (2006) 6, pp. 727-744

Persistent link: https://www.econbiz.de/10003387912

Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets : Evidence from China

Yang, Jian - 2011

Using high-frequency data, this study investigates intraday price discovery and volatility transmission between the Chinese stock index and the newly established stock index futures markets in China. Although the Chinese stock index started a drastic falling immediately after the stock index...

Persistent link: https://www.econbiz.de/10013132298

Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities

Zhou, Yinggang - In: Journal of banking & finance 38 (2014), pp. 216-228

Persistent link: https://www.econbiz.de/10010340777

No safe haven, only diversification and contagion : intraday evidence around the COVID-19 pandemic

Bei, Zeyun; Lin, Juan; Zhou, Yinggang - In: Journal of international money and finance 143 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014551362

Dynamics and causality in industry-specific volatility

Wang, Zijun - In: Journal of banking & finance 34 (2010) 7, pp. 1688-1699

Persistent link: https://www.econbiz.de/10008649410

The high volume return premium and economic fundamentals

Wang, Zijun - In: Journal of financial economics 140 (2021) 1, pp. 325-345

Persistent link: https://www.econbiz.de/10013188703

Contagion around the October 1987 stock market crash

Yang, Jian; Bessler, David A. - In: European journal of operational research : EJOR 184 (2008) 1, pp. 291-310

Persistent link: https://www.econbiz.de/10003768206

Extreme correlation of stock and bond futures markets : international evidence

Chui, Chin Man; Yang, Jian - In: The financial review : the official publication of the … 47 (2012) 3, pp. 565-587

Persistent link: https://www.econbiz.de/10009577033

Examining intraday returns with buy/sell information

Lin, Shinn-juh; Yang, Jian - In: Applied financial economics 13 (2003) 6, pp. 447-461

Persistent link: https://www.econbiz.de/10001770761

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