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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

The impacts of circuit breakers on China's stock market

Li, Zeguang; Hou, Keqiang; Zhang, Chao - In: Pacific-Basin finance journal 68 (2021), pp. 1-15

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Impact of network investor sentiment and news arrival on jumps

Liu, Wenwen; Zhang, Chang; Qiao, Gaoxiu; Xu, Lei - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-16

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The trend premium around the world : evidence from the stock market

Lin, Hai; Liu, Pengfei; Zhang, Cheng - In: International review of finance : the official journal … 23 (2023) 2, pp. 317-358

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Trust and price efficiency

Li, Jinxian; Gong, Yujing; Ho, Kung-Cheng; Zhang, Cheng - In: Journal of international financial markets, … 89 (2023), pp. 1-20

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M&A compensation commitment and stock price crash risk : evidence from China

Zhang, Chenyu; Mao, Ju; Mao, Xinshu - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 5, pp. 757-787

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Applications of methods and algorithms of nonlinear dynamics in economics and finance

Soofi, Abdollah S.; Galka, Andreas; Li, Zhe; Zhang, Yuqin; … - In: Complexity in economics : cutting edge research, (pp. 1-30). 2014

Persistent link: https://www.econbiz.de/10011500824

Administrative division adjustments and stock price comovement : evidence from the city-county mergers in China

Yuan, Chun; Geng, Chunxiao; Li, Zhe; Sheng, Yu; Lv, Jie - In: China journal of accounting research : CJAR 15 (2022) 2, pp. 1-25

Under the background of Chinese market segmentation, whether government-led administrative division adjustments can promote regional economic integration is a practical issue. Taking interregional firms’ stock price comovement as a micro measurement of regional integration, this paper...

Persistent link: https://www.econbiz.de/10013269681

Econometric analysis of high-frequency market microstructure

Li, Zhen - 2019

Persistent link: https://www.econbiz.de/10011951912

Which types of commodity price information are more useful for predicting US stock market volatility?

Liang, Chao; Ma, Feng; Li, Ziyang; Li, Yan - In: Economic modelling 93 (2020), pp. 642-650

Persistent link: https://www.econbiz.de/10012430321