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Volatility
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ECONIS (ZBW)
27
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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
The price discovery processes in China, India, and Russia's stock index futures markets
Liu, Qingfeng Wilson
;
Sono, Hui
;
Zhang, Wei
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
3
,
pp. 2150020-1-2150020-28
Persistent link: https://www.econbiz.de/10012657782
Saved in:
3
Realized volatility analysis from various perspectives based on Hilbert Huang transform
Hou, Sizhe
;
Chen, Jiangrui
;
Yin, Lianqian
;
Zhang, Wei
; …
- In:
International journal of economics and finance
7
(
2015
)
12
,
pp. 189-199
Persistent link: https://www.econbiz.de/10011411813
Saved in:
4
Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua
;
Li, Xiao
;
Zhang, Wei
- In:
Economic modelling
69
(
2018
),
pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
Saved in:
5
Some stylized facts of the cryptocurrency market
Zhang, Wei
;
Wang, Pengfei
;
Li, Xiao
;
Shen, Dehua
- In:
Applied economics
50
(
2018
)
55
,
pp. 5950-5965
Persistent link: https://www.econbiz.de/10012062951
Saved in:
6
R2 and idiosyncratic volatility : which captures the firm-specific return variation?
Zhang, Wei
;
Li, Xiao
;
Shen, Dehua
;
Teglio, Andrea
- In:
Economic modelling
55
(
2016
),
pp. 298-304
Persistent link: https://www.econbiz.de/10011642527
Saved in:
7
Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
8
Trading volume and return volatility of Bitcoin market : evidence for the sequential information arrival hypothesis
Wang, Pengfei
;
Zhang, Wei
;
Li, Xiao
;
Shen, Dehua
- In:
Journal of economic interaction and coordination : JEIC
14
(
2019
)
2
,
pp. 377-418
Persistent link: https://www.econbiz.de/10012111563
Saved in:
9
Do Chinese internet stock message boards convey firm-specific information?
Li, Xiao
;
Shen, Dehua
;
Zhang, Wei
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012117633
Saved in:
10
Jump volatility estimates of high frequency data and analysis based on HHT
Chen, Jiangrui
;
Yin, Lianqian
;
Hou, Sizhe
;
Zhang, Wei
; …
- In:
International journal of economics and finance
7
(
2015
)
11
,
pp. 242-249
Persistent link: https://www.econbiz.de/10011401479
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