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ECONIS (ZBW)
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1
Margin borrowing, stock returns, and market volatility : evidence from margin credit balance
Zhang, Wei
;
Seyedian, Mojtaba
;
Li, Jinliang
- In:
Economics letters
87
(
2005
)
2
,
pp. 273-278
Persistent link: https://www.econbiz.de/10002837472
Saved in:
2
To trade or not to trade : the effect of broker search and discretionary trading on securities market performance
Zhang, Wei
;
Li, Jinliang
;
Wu, Chunchi
- In:
The financial review : the official publication of the …
39
(
2004
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10002041241
Saved in:
3
When noise trading fades, volatility rises
Li, Jinliang
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 475-512
Persistent link: https://www.econbiz.de/10011595653
Saved in:
4
Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume
Li, Jinliang
;
Wu, Chunchi
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2697-2739
Persistent link: https://www.econbiz.de/10003406554
Saved in:
5
Stochastic volatility, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
Saved in:
6
On the estimation and inference of a panel cointegration model with cross-sectional dependence
Bai, Jushan
;
Kao, Chihwa
- In:
Panel data econometrics : theoretical contributions and …
,
(pp. 1-30)
.
2006
Persistent link: https://www.econbiz.de/10003331420
Saved in:
7
Copula-based tests for cross-sectional independence in panel models
Huang, Hueng-Ming
(
contributor
);
Kao, Chihwa
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806837
Saved in:
8
Testing for instability in factor structure of yield curves
Philip, Dennis
(
contributor
);
Kao, Chihwa
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806862
Saved in:
9
Asymptotics for panel models with common shocks
Kao, Chihwa
;
Trapani, Lorenzo
;
Urga, Giovanni
-
2010
Persistent link: https://www.econbiz.de/10003988892
Saved in:
10
Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa
;
Trapani, Lorenzo
;
Urga, Giovanni
-
2011
Persistent link: https://www.econbiz.de/10009381370
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