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Aggregate disturbances or sectoral shifts : Canadian evidence

Lu, Jing - In: The Canadian journal of economics 30 (1997) 4, pp. 910-925

Persistent link: https://www.econbiz.de/10001234304

A reconsideration of the interindustry employment dispersion

Lu, Jing - In: Economics letters 53 (1996) 2, pp. 203-208

Persistent link: https://www.econbiz.de/10001216778

Negotiation over intellectual property rights protection in a mixed market

Li, Jie; Xu, Xiaohui; Lu, Jing - In: Review of development economics 19 (2015) 4, pp. 759-775

Persistent link: https://www.econbiz.de/10011432028

Political economy model of cross-border mergers under mixed oligopoly

Li, Jie; Lu, Jing; Jiang, Mobing - In: Pacific economic review 22 (2017) 1, pp. 83-100

Persistent link: https://www.econbiz.de/10011666473

The optimal privatization policies under an international mixed duopoly

Ou, Ruiqiu; Li, Jie; Lu, Jing; Guo, Chenxu - In: Review of development economics 20 (2016) 1, pp. 228-238

Persistent link: https://www.econbiz.de/10011443362

Maritime accident risk estimation for sea lanes based on a dynamic Bayesian network

Jiang, Meizhi; Jing, Lu - In: Maritime policy & management 47 (2020) 5, pp. 649-664

Persistent link: https://www.econbiz.de/10012314732

Bidders' strategic timing of acquisition announcements and the effects of payment method on target returns and competing bids

Chen, Sheng-syan; Chou, Robin K.; Lee, Yun-chi - In: Journal of banking & finance 35 (2011) 9, pp. 2231-2244

Persistent link: https://www.econbiz.de/10009247232

What affects the cool-off duration under price limits?

Chou, Pin-huang; Chou, Robin K.; Ko, Kuan-cheng; Chao, … - In: Pacific-Basin finance journal 24 (2013), pp. 256-278

Persistent link: https://www.econbiz.de/10010346768

Intraday return spillovers and its variations across trading sessions

Chang, Chia-ching; Chen, Sheng-syan; Chou, Robin K.; … - In: Review of quantitative finance and accounting 36 (2011) 3, pp. 355-390

Persistent link: https://www.econbiz.de/10009272478

Investor Sentiment and Price Discovery : Evidence from the Pricing Dynamics between the Futures and Spot Markets

Chou, Robin K. - 2020

This study shows that investor sentiment plays an important role in affecting the pricing dynamics between the spot and futures markets. The empirical evidence suggests that investor sentiment has a positive impact on price volatility and the bid-ask spread on both the spot and futures markets,...

Persistent link: https://www.econbiz.de/10012856572