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Idiosyncratic risk does not matter : a re-examination of the relationship between average returns and average volatilities
Wei, Steven X.; Zhang, Chu - In: Journal of banking & finance 29 (2005) 3, pp. 603-621
Persistent link: https://www.econbiz.de/10002516939
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Large foreign ownership and firm-level stock return volatility in emerging markets
Li, Donghui; Nguyen, Quang N.; Pham, Peter Kien; Wei, … - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 4, pp. 1127-1155
Persistent link: https://www.econbiz.de/10010217647
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The volatility of return revisions and financial statement literacy in emerging markets : the case of cross-listed Chinese firms
Callen, Jeffrey L.; Lai, Karen M. Y.; Wei, Steven X. - In: Journal of business finance & accounting : JBFA 43 (2016) 5/6, pp. 572-596
Persistent link: https://www.econbiz.de/10011610323
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The effectiveness of joint intervention on the yen/US dollar exchange rate
Chen, Langnan; Huang, Xun - In: Applied economics letters 15 (2008) 4/6, pp. 375-378
Persistent link: https://www.econbiz.de/10003727367
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Realized volatility forecast of stock index under structural breaks
Yang, Ke; Chen, Langnan; Tian, Fengping - In: Journal of forecasting 34 (2015) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10011305343
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Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin; Wen, Fenghua; Li, Wanyang; Yin, Hua; Zhao, Lili - In: Energy economics 107 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
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A quasi-analytical pricing model for arithmetic Asian options
Sun, Jianqiang; Chen, Langnan; Li, Shiyin - In: The journal of futures markets 33 (2013) 12, pp. 1143-1166
Persistent link: https://www.econbiz.de/10010209081
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Realized volatility forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen; Chen, Langnan - In: International journal of forecasting 36 (2020) 3, pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
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Volatility dependences of stock markets with structural breaks
Luo, Jiawen; Chen, Langnan - In: The European journal of finance 24 (2018) 17, pp. 1727-1753
Persistent link: https://www.econbiz.de/10012259100
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Realized volatility forecast : structural breaks, long memory, asymmetry, and day-of-the-week effect
Yang, Ke; Chen, Langnan - In: International review of finance 14 (2014) 3, pp. 345-392
Persistent link: https://www.econbiz.de/10011569547