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Information transmission between the NASDAQ and Asian second board markets

Lee, Bong-soo; Rui, Oliver Meng; Wang, Steven Shuye - In: Journal of banking & finance 28 (2004) 7, pp. 1637-1670

Persistent link: https://www.econbiz.de/10002100513

The effectiveness of price limits and stock characteristics : evidence from the Shanghai and Shenzhen stock exchanges

Chen, Gong-meng; Rui, Oliver Meng; Wang, Steven Shuye - In: Review of quantitative finance and accounting 25 (2005) 2, pp. 159-182

Persistent link: https://www.econbiz.de/10003124817

The day-of-the-week regulatiry in the stock markets of China

Chen, Gong-meng; Kwok, Chuck C. Y.; Rui, Oliver Meng - In: Journal of multinational financial management 11 (2001) 2, pp. 139-163

Persistent link: https://www.econbiz.de/10001561110

Return and volatility behavior of dually-traded stocks : the case of Hong Kong

Wang, Steven Shuye; Rui, Oliver Meng; Firth, Michael Anthony - In: Journal of international money and finance 21 (2002) 2, pp. 265-293

Persistent link: https://www.econbiz.de/10001653942

Investor Perceptions of Earnings Processes and Post-Announcement Drifts

Rui, Oliver M. - 2011

In this paper, we generalize Bernard and Thomas' (1990) "delayed response" hypothesis as an explanation of post-earnings-announcement drifts. By applying a modified version of Beveridge and Nelson's technique of decomposing a time-series process of earnings into permanent and temporary...

Persistent link: https://www.econbiz.de/10013127291

Stock returns and volatility on China's stock markets

Lee, Cheng F.; Rui, Oliver Meng - 2024

Persistent link: https://www.econbiz.de/10015046859

Forecasting realized range volatility : a regime-switching approach

Ma, Feng; Liu, Li; Liu, Zhichao; Wei, Yu - In: Applied economics letters 22 (2015) 16/18, pp. 1361-1365

Persistent link: https://www.econbiz.de/10011380188

Measuring contagion between energy market and stock market during financial crisis : a copula approach

Wen, Xiaoqian; Wei, Yu; Huang, Dengshi - In: Energy economics 34 (2012) 5, pp. 1435-1446

Persistent link: https://www.econbiz.de/10009688078

Forecasting crude oil market volatility : further evidence using GARCH-class models

Wei, Yu; Wang, Yudong; Huang, Dengshi - In: Energy economics 32 (2010) 6, pp. 1485-1498

Persistent link: https://www.econbiz.de/10008935972

Revisiting the role of economic uncertainty in oil price fluctuations : evidence from a new time-varying oil market model

Lyu, Yongjian; Yi, Heling; Wei, Yu; Yang, Mo - In: Economic modelling 103 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013163925