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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

Stock returns and volatility on China's stock markets

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

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

Nonparametric estimation of structural change points in volatility models for time series

Chen, Gong-meng; Choi, Yoon K.; Zhou, Yong - In: Journal of econometrics 126 (2005) 1, pp. 79-114

Persistent link: https://www.econbiz.de/10002538638

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

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

Intraday patterns, announcement effects, and volatility persistence in the Japanese government bond futures market

Shi, Weihua; Eisenberg, Laurence K.; Lee, Cheng F. - In: Review of Pacific Basin financial markets and policies 12 (2009) 1, pp. 63-85

Persistent link: https://www.econbiz.de/10003867391

Variation in stock return risks : an international comparison

Chiou, Wan-jiun Paul; Lee, Alice C.; Lee, Cheng F. - In: Review of Pacific Basin financial markets and policies 12 (2009) 2, pp. 245-266

Persistent link: https://www.econbiz.de/10003871586

The jump behavior of foreign exchange market : analysis of Thai Baht

Chang, Jow-Ran; Hung, Mao-Wei; Lee, Cheng F.; Lu, Hsin-Min - In: Review of Pacific Basin financial markets and policies 10 (2007) 2, pp. 265-288

Persistent link: https://www.econbiz.de/10003507283