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Capital gains taxes and stock return volatility
Dai, Zhonglan; Shackelford, Douglas A.; Zhang, Harold H. - In: The journal of the American Taxation Association : a … 35 (2013) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10010233236
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Stock returns and the volatility of liquidity
Pereira, João Pedro; Zhang, Harold H. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1077-1110
Persistent link: https://www.econbiz.de/10008758042
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An investigation of the risk and return relation at long horizons
Harrison, Paul; Zhang, Harold H. - In: The review of economics and statistics 81 (1999) 3, pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
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Explaining financial data in a heterogeneous agent environment
Zhang, Harold H. - 1994
Persistent link: https://www.econbiz.de/10000916544
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Co-movement and interaction effects across the monetary, foreign exchange and stock markets : evidence from China
Zhao, Xuejin; Zhang, Han - In: Inventi impact: emerging economies (2018) 1, pp. 45-53
Persistent link: https://www.econbiz.de/10012241621
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Finance and productivity growth : evidence from China
Ma, Yong; Zhang, Hang - In: Global economic review 50 (2021) 3, pp. 273-292
Persistent link: https://www.econbiz.de/10012597197
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Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu; Xia, Michelle; Zhang, Huanming - In: Finance research letters 32 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
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Economic fundamentals and the long-run correlation between exchange rates and commodities
Tsiakas, Ilias; Zhang, Haibin - In: Global finance journal 49 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012887166
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Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?
Zhang, Yue-jun; Zhang, Han - In: International review of financial analysis 85 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014234971
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Time-varying risk aversion and renminbi exchange rate volatility : evidence from CARR-MIDAS model
Wu, Xinyu; Xie, Haibin; Zhang, Huanming - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013449372