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Turnover premia in China's stock markets
Zhang, Bing; Chen, Wei; Yeh, Chung-Ying - In: Pacific-Basin finance journal 65 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013209696
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Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
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Return and volatility spillovers among sector indexes in Shanghai-Shenzhen-Hong Kong stock markets : evidence from the time and frequency domains
Chen, Wei; Li, Rui; Yao, Yinhong - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 13, pp. 3840-3852
Persistent link: https://www.econbiz.de/10013462427
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Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong; Li, Jingyu; Chen, Wei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
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Is there volatility convergence in Asia-Pacific securitized real estate markets?
Liow, Kim Hiang; Chen, Wei - In: The journal of real estate finance and economics 47 (2013) 2, pp. 370-390
Persistent link: https://www.econbiz.de/10009781275
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Volatility and the hedging effectiveness of China fuel oil futures
Chen, Wei; Ford, James L. - 2010
Persistent link: https://www.econbiz.de/10009374212