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Börsenkurs
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ECONIS (ZBW)
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1
The impact of corporate public market share repurchases on capital market information efficiency
Liu, Huan
;
Sun, Nan
;
Ye, Yongwei
;
Tao, Yunqing
;
Kan, Yiwei
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
10
,
pp. 3220-3240
Persistent link: https://www.econbiz.de/10014321089
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2
How predictable are equity covariance matrices? : evidence from high-frequency data for four markets
Buckle, Michael J.
;
Chen, Jing
;
Williams, Julian
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 542-557
Persistent link: https://www.econbiz.de/10011282861
Saved in:
3
Do ETFs lead the price moves? : evidence from the major US markets
Buckle, Michael J.
;
Chen, Jing
;
Guo, Qian
;
Tong, Chen
- In:
International review of financial analysis
58
(
2018
),
pp. 91-103
Persistent link: https://www.econbiz.de/10012006416
Saved in:
4
A slightly depressing jump model : intraday volatility pattern simulation
Khashanah, Khaldoun
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011905864
Saved in:
5
Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events
Yang, Steve Y.
;
Liu, Anqi
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 295-310
Persistent link: https://www.econbiz.de/10011906342
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6
Reexamining the impact of closing call auction on market quality : a natural experiment from the Shanghai stock exchange
Han, Qian
;
Zhao, Chengzhi
;
Chen, Jing
;
Guo, Qian
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013389486
Saved in:
7
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Zhang, Junhuan
;
Wen, Jiaqi
;
Chen, Jing
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10014322445
Saved in:
8
Hawkes processes in finance : market structure and impact
Chen, Jing
;
Taylor, Nicholas
;
Yang, Steve Y.
;
Han, Qian
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 621-626
Persistent link: https://www.econbiz.de/10013373303
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9
Does trade credit alleviate stock price synchronicity? : evidence from China
Liu, Huan
;
Hou, Canran
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 141-155
Persistent link: https://www.econbiz.de/10012205394
Saved in:
10
Institutional cross-ownership and stock price crash risk
Hou, Canran
;
Liu, Huan
- In:
Research in international business and finance
65
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014432462
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