Similar Search Results

Share price performance following actual share repurchases

Zhang, Hua - In: Journal of banking & finance 29 (2005) 7, pp. 1887-1901

Persistent link: https://www.econbiz.de/10002817470

Choy, Siu Kai; Zhang, Hua - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 37-57

The price discovery roles of a set of related markets or securities have been investigated in many different settings where trading costs effect is often commingled with other trading arrangement factors. In Hong Kong, regular futures and mini futures contracts as well as their underlying spot...

Persistent link: https://www.econbiz.de/10003942164

Price movements and price discovery in the municipal bond index and the index futures markets

Hung, Mao-Wei - In: The journal of futures markets 15 (1995) 4, pp. 489-506

Persistent link: https://www.econbiz.de/10001185354

Earnings shocks, price responses, and short selling behavior

Choy, Siu Kai; Zhang, Hua - In: International review of financial analysis 78 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013255867

Public news announcements, short-sale restriction and informational efficiency

Choy, Siu Kai; Zhang, Hua - In: Review of quantitative finance and accounting 52 (2019) 1, pp. 197-229

Persistent link: https://www.econbiz.de/10012171529

The impact of pandemic on dynamic volatility spillover network of international stock markets

Lan, Tingting; Shao, Liuguo; Zhang, Hua; Yuan, Caijun - In: Empirical economics : a quarterly journal of the … 65 (2023) 5, pp. 2115-2144

Persistent link: https://www.econbiz.de/10014388918

Assessing the impact of energy-related uncertainty on G20 stock market returns : a decomposed contemporaneous and lagged R2 connectedness approach

Li, Hailing; Pei, Xiaoyun; Yang, Yimin; Zhang, Hua - In: Energy economics 132 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015047706

Forecasting stock index price using the CEEMDAN-LSTM model

Lin, Yu; Yan, Yan; Xu, Jiali; Liao, Ying; Ma, Feng - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012822188

Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information

Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012804153

Harnessing the decomposed realized measures for volatility forecasting : evidence from the US stock market

Lu, Botao; Ma, Feng; Wang, Jiqian; Ding, Hui; Wahab, M. … - In: International review of economics & finance : IREF 72 (2021), pp. 672-689

Persistent link: https://www.econbiz.de/10012672074