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Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis

Wang, Yudong; Liu, Li; Gu, Rongbao - In: International review of financial analysis 18 (2009) 5, pp. 271-276

We divided the whole series of Shenzhen stock market into two sub-series at the criterion of the date of a reform and their scale behaviors are investigated using multifractal detrended fluctuation analysis (MF-DFA). Employing the method of rolling window, we find that Shenzhen stock market was...

Persistent link: https://www.econbiz.de/10003936608

Can the introduction of stock index futures stabilize the volatility of the stock market? : evidence from the Chinese stock market

Liu, Shengnan; Yang, Linshan; Gu, Rongbao - In: International review of economics & finance : IREF 85 (2023), pp. 44-58

Persistent link: https://www.econbiz.de/10014424017

Do online media and investor attention affect corporate environmental information disclosure? : evidence from Chinese listed companies

Chen, Hongtao; Fang, Xiumei; Xiang, Erwei; Ji, Xiaojia; … - In: International review of economics & finance : IREF 86 (2023), pp. 1022-1040

Persistent link: https://www.econbiz.de/10014438198

Analysis of efficiency for Shenzhen stock market : evidence from the source of multifractality

Liu, Li; Wang, Yudong; Wan, Jieqiu - In: International review of financial analysis 19 (2010) 4, pp. 237-241

Persistent link: https://www.econbiz.de/10009272670

Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach

Wen, Danyan; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Journal of forecasting 41 (2022) 2, pp. 230-251

Persistent link: https://www.econbiz.de/10012817722

How does corporate investment react to oil prices changes? : evidence from China

Wu, Xi; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012820829

The asymmetric effects of oil price changes on China's exports : new evidence from a nonlinear autoregressive distributed lag model

Liu, Donghui; Lingjie, Meng; Wang, Yudong - In: Journal of Asian economics 77 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013276087

Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism

Wen, Danyan; Wang, Yudong; Zhang, Yaojie - In: Economic modelling 96 (2021), pp. 209-219

Persistent link: https://www.econbiz.de/10012745351

Oil price shocks and Chinese economy revisited : new evidence from SVAR model with sign restrictions

Liu, Donghui; Lingjie, Meng; Wang, Yudong - In: International review of economics & finance : IREF 69 (2020), pp. 20-32

Persistent link: https://www.econbiz.de/10012486321

Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China

Wang, Yudong; Diao, Xundi; Pan, Zhiyuan; Wu, Chongfeng - In: Pacific-Basin finance journal 55 (2019), pp. 127-141

Persistent link: https://www.econbiz.de/10012169519