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Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns

Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594

Persistent link: https://www.econbiz.de/10011783456

Income and effort : an instrumental variables approach

Chen, Wei - In: Atlantic economic journal : AEJ 47 (2019) 4, pp. 485-497

Persistent link: https://www.econbiz.de/10012320142

Can job rotation eliminate the Ratchet effect : experimental evidence

Wei, Chen - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 66-84

Persistent link: https://www.econbiz.de/10012487140

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

Integrality in stochastic inventory models

Chen, Wei; Dawande, Milind; Janakiraman, Ganesh - In: Production and operations management : an international … 23 (2014) 9, pp. 1646-1663

Persistent link: https://www.econbiz.de/10010485149

Fixed-dimensional stochastic dynamic programs : an approximation scheme and an inventory application

Chen, Wei; Dawande, Milind; Janakiraman, Ganesh - In: Operations research 62 (2014) 1, pp. 81-103

Persistent link: https://www.econbiz.de/10010338558

Population urbanization competition among prefecture-level cities in China based on two-regime spatial econometrics

Chen, Wei; Zhang, Ying - In: Journal of Chinese economic and business studies 18 (2020) 1, pp. 73-89

Persistent link: https://www.econbiz.de/10012258425

Alternative currency hedging strategies with known covariances

Chen, Wei; Kritzman, Mark; Turkington, David - In: Journal of investment management : JOIM 13 (2015) 2, pp. 6-24

Persistent link: https://www.econbiz.de/10011635273

An integrated stress testing framework via Markov switching simulation

Chen, Wei; Skoglund, Jimmy - In: The journal of risk model validation 7 (2013) 2, pp. 3-27

Persistent link: https://www.econbiz.de/10009780655

Global exponential stability of Cournot duopolies with delays

Chen, Wei; Wang, Wentao - In: Computational economics 48 (2016) 1, pp. 147-154

Persistent link: https://www.econbiz.de/10011646613