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1
A hidden markov model approach to information-based trading : theory and applications
Yin, Xiangkang
;
Zhao, Jing
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1210-1234
Persistent link: https://www.econbiz.de/10011431764
Saved in:
2
Intraday time-series momentum and investor trading behavior
Onishchenko, Olena
;
Zhao, Jing
;
Kuruppuarachchi, Duminda
; …
- In:
Journal of behavioral and experimental finance
31
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012815827
Saved in:
3
Price dynamics of individual stocks : jumps and information
Xiao, Yuewen
;
Zhao, Jing
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485357
Saved in:
4
Does program trading contribute to excess comovement of stock returns?
Li, Mingyi
;
Yin, Xiangkang
;
Zhao, Jing
- In:
Journal of empirical finance
59
(
2020
),
pp. 257-277
Persistent link: https://www.econbiz.de/10012437986
Saved in:
5
Do securitized real estate markets jump? : international evidence
Li, Jie
;
Li, Guangzhong
;
Zhou, Yinggang
- In:
Pacific-Basin finance journal
31
(
2015
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011471503
Saved in:
6
Time-varying inter-urban housing price spillovers in China : causes and consequences
Lu, Yunzhi
;
Li, Jie
;
Yang, Haisheng
- In:
Journal of Asian economics
77
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013276078
Saved in:
7
Exchange rate uncertainty and firm-level investment : finding the Hartman-Abel effect
Li, Guangzhong
;
Li, Jie
;
Wu, Yangru
- In:
Journal of comparative economics : the journal of the …
47
(
2019
)
2
,
pp. 441-457
Persistent link: https://www.econbiz.de/10012309536
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8
Exchange rate regimes and real exchange rate volatility : does inflation targeting help or hurt?
Ouyang, Alice Y.
;
Rajan, Ramkishen S.
;
Li, Jie
- In:
Japan and the world economy : international journal of …
39
(
2016
),
pp. 62-72
Persistent link: https://www.econbiz.de/10011700692
Saved in:
9
Foreign demand shocks, product switching, and export product quality : evidence from China
Han, Wu
;
Li, Jie
;
Zhao, Yu
- In:
The world economy : the leading journal on …
46
(
2023
)
1
,
pp. 276-301
Persistent link: https://www.econbiz.de/10014302829
Saved in:
10
Time-varying impacts of monetary policy uncertainty on China's housing market
Lu, Yunzhi
;
Li, Jie
;
Yang, Haisheng
- In:
Economic modelling
118
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014229249
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