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Stochastic volatility, liquidity and intraday information flow

Li, Jinliang; Wu, Chunchi - In: Applied economics letters 18 (2011) 16/18, pp. 1511-1515

Persistent link: https://www.econbiz.de/10009383452

Determinants and information of REIT pricing

Li, Jinliang; Liang Lei - In: Applied economics letters 18 (2011) 13/15, pp. 1501-1505

Persistent link: https://www.econbiz.de/10009348808

Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach

Kao, Chihwa - In: The journal of business : B 67 (1994) 1, pp. 45-68

Persistent link: https://www.econbiz.de/10001157487

The accounting and trading information channels of excess control rights on IPO long-term return in China

Zhang, Wei; Xiong, Xiong; Wang, Guanying; Li, Jing - In: Review of quantitative finance and accounting 59 (2022) 4, pp. 1609-1646

Persistent link: https://www.econbiz.de/10013459419

The optimal pricing of a market maker in a heterogeneous agent economy

Guo, Bin; Zhang, Wei; Chen, Shu-Heng; Zhang, Yongjie - In: Finance research letters 14 (2015), pp. 178-187

Persistent link: https://www.econbiz.de/10011552732

Realized volatility analysis from various perspectives based on Hilbert Huang transform

Hou, Sizhe; Chen, Jiangrui; Yin, Lianqian; Zhang, Wei; … - In: International journal of economics and finance 7 (2015) 12, pp. 189-199

Persistent link: https://www.econbiz.de/10011411813

Liquidity around SEO announcements : evidence from China

Chen, Weijie; Zhang, Wei; Lv, Zhenwei; Zou, Gaofeng - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 2, pp. 472-486

Persistent link: https://www.econbiz.de/10013166589

How does economic policy uncertainty affect the bitcoin market?

Wang, Pengfei; Li, Xiao; Shen, Dehua; Zhang, Wei - In: Research in international business and finance 53 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012549178

Is idiosyncratic volatility priced in cryptocurrency markets?

Zhang, Wei; Li, Yi - In: Research in international business and finance 54 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012550051

An empirical behavioral order-driven model with price limit rules

Gu, Gao-Feng; Xiong, Xiong; Xu, Hai-Chuan; Zhang, Wei; … - In: Financial innovation : FIN 7 (2021), pp. 1-24

We propose an empirical behavioral order-driven (EBOD) model with price limit rules, which consists of an order placement process and an order cancellation process. All the ingredients of the model are determined based on the empirical microscopic regularities in the order flows of stocks traded...

Persistent link: https://www.econbiz.de/10012704142