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The trading behavior of institutions and individuals in Chinese equity markets
Ng, Lilian K.; Wu, Fei - In: Journal of banking & finance 31 (2007) 9, pp. 2695-2710
Persistent link: https://www.econbiz.de/10003572352
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Information environment and equity risk premium volatility around the world
Lau, Sie-ting; Ng, Lilian K.; Zhang, Bohui - In: Management science : journal of the Institute for … 58 (2012) 7, pp. 1322-1340
Persistent link: https://www.econbiz.de/10009578310
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A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong - In: Journal of econometrics 72 (1996) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
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Emerging markets are catching up : economic or financial integration?
Akbari, Amir; Ng, Lilian K.; Solnik, Bruno - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 7, pp. 2270-2303
Persistent link: https://www.econbiz.de/10012307571