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Schätzung
China
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Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Finance research letters
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ECONIS (ZBW)
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A multiplicative error model with heterogeneous components for forecasting realized volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
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2
Which kind of investor causes comovement?
Li, Jie
;
Zhang, Yongjie
;
Feng, Xu
;
An, Yahui
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012128268
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3
Month-end effect on Chinese stock returns : explanation of the liquidity hypothesis
Li, Jie
;
Feng, Xu
;
Zhang, Yongjie
- In:
Asia-Pacific journal of accounting & economics : …
29
(
2022
)
5
,
pp. 1283-1298
Persistent link: https://www.econbiz.de/10013415484
Saved in:
4
The impacts of institutional and individual investors on the price discovery in stock index futures market : evidence from China
Xu, Feng
;
Wan, Difang
- In:
Finance research letters
15
(
2015
),
pp. 221-231
Persistent link: https://www.econbiz.de/10011553214
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