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The role of testing noise in the estimation of achievement-based peer effects

Zhang, Hongliang - In: Economics of education review 54 (2016), pp. 113-123

Persistent link: https://www.econbiz.de/10011623338

Intraday market making with overnight inventory costs

Adrian, Tobias; Capponi, Agostino; Vogt, Erik; Zhang, … - 2016

The share of market making conducted by high-frequency trading (HFT) firms has been rising steadily. A distinguishing feature of HFTs is that they trade intraday, ending the day flat. To shed light on the economics of HFTs, and in a departure from existing market-making theories, we model an HFT...

Persistent link: https://www.econbiz.de/10011568504

Seasonality in the cross section of stock returns : advanced markets versus emerging markets

Li, Fengyun; Zhang, Huacheng; Zheng, Dazhi - In: Journal of empirical finance 49 (2018), pp. 263-281

Persistent link: https://www.econbiz.de/10012117746

On the short-term predictability of stock returns : a quantile boosting approach

Demirer, Rıza; Pierdzioch, Christian; Zhang, Huacheng - In: Finance research letters 22 (2017), pp. 35-41

Persistent link: https://www.econbiz.de/10011807952

A simple approximation of intraday spreads using daily data

Chung, Kee H.; Zhang, Hao - In: Journal of financial markets 17 (2014), pp. 94-120

Persistent link: https://www.econbiz.de/10010437266

Does financial constraint affect the relation between shareholder taxes and the cost of equity capital?

Dai, Zhonglan; Shackelford, Douglas A.; Zhang, Harold H.; … - In: The accounting review : a publication of the American … 88 (2013) 5, pp. 1603-1627

Persistent link: https://www.econbiz.de/10010200161

The impact of COVID-19 pandemic on stock markets : an empirical analysis of world major stock indices

Khan, Karamat; Zhao, Huawei; Zhang, Han; Yang, Huilin; … - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 7, pp. 463-474

Persistent link: https://www.econbiz.de/10012668146

How does rural household differentiation affect the availability of farmland management right mortgages in China?

Zhang, Heng; Luo, Jianchao; Cheng, Mingwang; Duan, Pei - In: Emerging markets, finance and trade : EMFT 56 (2020) 11, pp. 2509-2528

Persistent link: https://www.econbiz.de/10012262860

Equity premium prediction and the state of the economy

Tsiakas, Ilias; Li, Jiahan; Zhang, Haibin - 2020

Persistent link: https://www.econbiz.de/10012317559

Intraday market making with overnight inventory costs

Adrian, Tobias; Capponi, Agostino; Vogt, Erik; Zhang, … - 2017

Persistent link: https://www.econbiz.de/10011735048