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Der chinesische Aktienmarkt
Heilmann, Sebastian (ed.) - 2002
Persistent link: https://www.econbiz.de/10001630560
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Informed trading and liquidity in the Shanghai Stock Exchange
Wong, Woon K.; Tan, Dijun; Tian, Yixiang - In: International review of financial analysis 18 (2009) 1/2, pp. 66-73
Persistent link: https://www.econbiz.de/10003850315
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Volatility, trade size, and order imbalance in China and Japan exchange traded funds
Martinez, Valeria; Tse, Yiuman; Kittiakarasakun, Jullavut - In: Journal of economics and finance 37 (2013) 2, pp. 293-307
Persistent link: https://www.econbiz.de/10009750350
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Effects of change in commission fees on China futures market
Wu, Yu; Zhang, Tong - In: Finance research letters 31 (2019), pp. 54-65
Persistent link: https://www.econbiz.de/10012421053
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Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun; Liu, Xiaoquan; Wen, Conghua - In: Journal of forecasting 42 (2023) 7, pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
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Measuring the jump risk contribution under market microstructure noise : evidence from Chinese stock market
Yu, Chao; Zhao, Xujie - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 32-47
Persistent link: https://www.econbiz.de/10012587109
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Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai; Liu, Zhi; Liu, Qiang - In: Pacific-Basin finance journal 68 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
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The interrelation of stock markets in China, Taiwan and Hong Kong and their constructional portfolio's value-at-risk estimate
Su, Jung-bin - In: The journal of risk model validation 8 (2014) 4, pp. 69-127
Persistent link: https://www.econbiz.de/10010506583
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The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages
Liow, Kim Hiang - In: Journal of property investment & finance 32 (2014) 6, pp. 610-641
Persistent link: https://www.econbiz.de/10010416248
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Asymmetric risk impacts of Chinese tourists to Taiwan
Chang, Chia-Lin; Hsu, Shu-Han; McAleer, Michael - 2018
Since 2008, when Taiwan's President Ma Ying-Jeou relaxed the Cross-Strait policy, China has become Taiwan's largest … short-run and long-run persistence of shocks to the change rate of Chinese tourists to Taiwan. The daily data used for the … volatility models, namely GARCH(1,1), GJR(1,1) and EGARCH(1,1), are used to measure the short-run and long-run persistence of …
Persistent link: https://www.econbiz.de/10011848107