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Causal linkages among Shanghai, Shenzhen, and Hong Kong stock markets
Zhu, Hongquan; Lu, Zu-di; Wang, Shouyang; Soofi, Abdollah S. - In: International journal of theoretical and applied finance 7 (2004) 2, pp. 135-149
Persistent link: https://www.econbiz.de/10002021489
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Can Chinese stock index future and spot markets influence each other's volatility? : evidence from both conditional volatility and realized volatility
Zhang, Qiang; Jaffry, Shabbar - In: The journal of alternative investments 18 (2015/16) 1, pp. 37-47
Persistent link: https://www.econbiz.de/10011307951
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High frequency volatility spillover effect based on the Shanghai-Hong Kong Stock Connect Program
Zhang, Qiang; Jaffry, Shabbar - In: Investment management and financial innovations 12 (2015) 2, pp. 8-15
Persistent link: https://www.econbiz.de/10011500123
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Global financial crisis effects on volatility spillover between Mainland China and Hong Kong stock markets
Zhang, Qiang; Jaffry, Shabbar - In: Investment management and financial innovations 12 (2015) 1, pp. 26-34
Persistent link: https://www.econbiz.de/10010515881
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Drift-independent volatility estimation based on high, low, open, and close prices
Yang, Dennis; Zhang, Qiang - In: The journal of business : B 73 (2000) 3, pp. 477-491
Persistent link: https://www.econbiz.de/10001501942