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Price discovery and volatility spillover with price limits in Chinese A-shares market : a truncated GARCH approach
Adcock, C. J.; Ye, C.; Yin, Shuxing; Zhang, Dalu - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1709-1719
Persistent link: https://www.econbiz.de/10012214762
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Are Chinese B-shares dead? : an analysis of price limits on AB-shares on the Shanghai and Shenzhen Stock Exchanges
Adcock, C. J.; Ye, Caiwei; Yin, Shuxing; Zhang, Dalu - In: International review of economics & finance : IREF 85 (2023), pp. 306-315
Persistent link: https://www.econbiz.de/10014427876
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A comparison of U.S and Chinese financial market microstructure : heterogeneous agent-based multi-asset artificial stock markets approach
Yang, Haijun; Wang, Harry Jiannan; Sun, Gui Ping; Wang, Li - In: Journal of evolutionary economics : JEE 25 (2015) 5, pp. 901-924
Persistent link: https://www.econbiz.de/10011481578
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Domestic and foreign institutional investors' behavior in China
Liu, Ningyue; Bredin, Donal; Wang, Liming; Yi, Zhihong - In: The European journal of finance 20 (2014) 7/9, pp. 728-751
Persistent link: https://www.econbiz.de/10010463013
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The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu; Teng, Yuxin; Xu, Yanyan; Wang, Lu - In: Applied economics 52 (2020) 1, pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
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An empirical analysis of the volatility spillover effect between primary stock markets abroad and China
Ke, Jian; Wang, Liming; Murray, Louis - In: Journal of Chinese economic and business studies 8 (2010) 3, pp. 315-333
Persistent link: https://www.econbiz.de/10008665749
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The co-movement of stock markets in East Asia : did the 1997 - 1998 Asian financial crisis really strengthen stock market integration?
Huyghebaert, Nancy; Wang, Lihong - In: China economic review : an international journal 21 (2010) 1, pp. 98-112
Persistent link: https://www.econbiz.de/10009270226
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Who moves East Asian stock markets? : the role of the 2007 - 2009 global financial crisis
Wang, Lihong - In: Journal of international financial markets, … 28 (2014), pp. 182-203
Persistent link: https://www.econbiz.de/10010411566
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Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets
Shi, Yujie; Wang, Liming - In: Global finance journal 57 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014479044
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Large scale mean-variance strategies in the U.S. stock market
Pezzo, Luca; Wang, Lei; Zirek, Duygu - In: Research in international business and finance 66 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014462513