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Which component of air quality index drives stock price volatility in China : a decomposition-based forecasting method

Yu, Jize; Zhang, Li; Peng, Lijuan; Wu, Rui - In: Finance research letters 51 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014286581

An examination of share price behavior surrounding the 2005 hurricanes Katrina and Rita

Gangopadhyay, Partha; Haley, Joseph Donald; Zhang, Li - In: The journal of insurance issues : official journal of … 33 (2010) 2, pp. 132-151

Persistent link: https://www.econbiz.de/10009011557

A GMM test of the three-moment CAPM in the Australian equity market

Faff, Robert W.; Ho, Yew Kee; Zhang, Li - 1995

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Are Extended Hours Prices Predictive of Subsequent Stock Returns?

Levi, Shai - 2016

Trading outside the main session occurs between 4:00PM-8:00PM and 4:00AM-9:30AM and is typically dominated by institutional investors, as retail investors are discouraged to trade in the extended trading hours. This study examines whether trading in the extended hours is predictive of future...

Persistent link: https://www.econbiz.de/10012986838

An examination of insurer share price behavior surrounding superstorm sandy

Gangopadhyay, Partha; Haley, Joseph Donald; Zhang, Li - In: The journal of insurance issues : official journal of … 42 (2019) 2, pp. 103-118

Persistent link: https://www.econbiz.de/10012228023

Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model

Li, Dongxin; Zhang, Li; Li, Lihong - In: International review of financial analysis 88 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014471874

Party leadership, corporate governance and stock price crash risk : evidence from China

Zhang, Li; Liu, Chengyi; Zhang, Jinjin; Ke, Jinjun; … - In: International review of financial analysis 88 (2023), pp. 1-13

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Measuring the impact of climate risk on renewable energy stock volatility : a case study of G20 economies

Zhang, Li; Liang, Chao; Luu Duc Toan Huynh; Wang, Lu; … - In: Journal of economic behavior & organization 223 (2024), pp. 168-184

Persistent link: https://www.econbiz.de/10014553330