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No news is not good news: evidence from the intra-day return volatility-volume relationship in Shanghai stock exchange

Krishnamurti, Chandrasekhar; Tian, Gary Gang; Xu, Min; … - In: Journal of the Asia Pacific economy 18 (2013) 1, pp. 149-167

Persistent link: https://www.econbiz.de/10009713176

No News Is Not Good News : Evidence from the Intraday Return Volatility - Volume Relationship in Shanghai Stock Exchange

Krishnamurti, Chandrasekhar - 2014

Through this research, we find that the asymmetric volatility phenomenon is reversed in the Shanghai Stock Exchange during bull markets. That is, volatility increases more with good news than with bad news. This evidence is inconsistent with the US markets. Further examination of this phenomenon...

Persistent link: https://www.econbiz.de/10013060597

Hedging crude oil using refined product : a regime switching asymmetric DCC approach

Pan, Zhiyuan; Wang, Yudong; Li, Yang - In: Energy economics 46 (2014), pp. 472-484

Persistent link: https://www.econbiz.de/10011298957

Co-movement between RMB and New Taiwan Dollars : evidences from NDF markets

Lien, Da-hsiang Donald; Li, Yang; Zhou, Chunyang; Lee, Geul - In: The North American journal of economics and finance : a … 28 (2014), pp. 265-272

Persistent link: https://www.econbiz.de/10010461942

Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets

Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422

Persistent link: https://www.econbiz.de/10002229060

Contract settlement specification and price discovery : empirical evidence in Australia individual share futures market

Lien, Da-hsiang Donald; Li, Yang - In: International review of economics & finance : IREF 12 (2003) 4, pp. 495-512

Persistent link: https://www.econbiz.de/10001891955

Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model

Pan, Zhiyuan; Wang, Qing; Wang, Yudong; Li, Yang - In: Energy economics 72 (2018), pp. 177-187

Persistent link: https://www.econbiz.de/10011972301

Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis

Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201

Persistent link: https://www.econbiz.de/10012036617

Predictability of crude oil prices : an investor perspective

Liu, Li; Wang, Yudong; Yang, Li - In: Energy economics 75 (2018), pp. 193-205

Persistent link: https://www.econbiz.de/10011974002

Does financial knowledge at older ages matter? : placing income and hardship in context

Li, Yang; Mutchler, Jan E.; Miller, Edward Alan; … - In: Journal of poverty : innovations on social, political & … 26 (2022) 3, pp. 181-196

Persistent link: https://www.econbiz.de/10013352923