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Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle

Chen, Zhengyang; Valcarcel, Victor J. - In: Journal of economic dynamics & control 131 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012818085

Volatility forecasting revisited using Markov-switching with time-varying probability transition

Wang, Jiqian; Ma, Feng; Liang, Chao; Chen, Zhonglu - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1387-1400

Persistent link: https://www.econbiz.de/10012815077

Long memory in the housing price indices in China

Barros, Carlos Pestana; Chen, Zhongfei; Gil-Alaña, Luis A. - In: Asian Journal of Empirical Research 3 (2013) 7, pp. 785-807

This study examines the time series behaviour of housing prices series for 69 cities in China. The general housing price index, the index of newly constructed buildings and the price index of second hand buildings from 2005:7 to 2010:12 are examined. The univariate fractionally integrated models...

Persistent link: https://www.econbiz.de/10009779063

Tax policy and lumpy investment behaviour : evidence from China's VAT reform

Chen, Zhao; Jiang, Xian; Liu, Zhikuo; Suárez Serrato, … - In: The review of economic studies : RES 90 (2023) 2, pp. 634-674

Persistent link: https://www.econbiz.de/10014319953

The volatility of daily tug-of-war intensity and stock market returns

Bai, Fan; Zhang, Yaqi; Chen, Zhonglu; Li, Yan - In: Finance research letters 55 (2023) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10014473224

Can convertible bond trading predict stock returns? : evidence from China

Chen, Zhiyu; Xu, Yun; Wang, Yu - In: Pacific-Basin finance journal 79 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463165

Far away from home : investors' underreaction to geographically dispersed information

Chen, Zilin; Chu, Liya; Liang, Dawei; Tu, Jun - In: Journal of economic dynamics & control 136 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013393680

Analysis of major factors influencing crop yield of Shandong Province

Zhang, Xiaoyan; Wang, Lili; Wang, Lei; Liu, Bingfu; … - In: Proceedings of selected articles of 2013 World …, (pp. 159-167). 2014

Persistent link: https://www.econbiz.de/10010417287

Temperature and trading behaviours

Liu, Huajin; Zhang, Wei; Zhang, Xiaotao; Liu, Jia - In: International review of financial analysis 78 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013255888

Leisure and long-run risks : an empirical evaluation on value premium puzzle

Zhang, Xiang - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-27

Persistent link: https://www.econbiz.de/10012664492