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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

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

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

Contracts for changing times : sourcing with raw material price volatility and information asymmetry

Zhang, Wei; Zhou, Deke; Liu, Liwen - In: Manufacturing & service operations management : M & SOM 16 (2014) 1, pp. 133-148

Persistent link: https://www.econbiz.de/10010339102

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

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

Intraday Market-Wide Ups/Downs and Returns

Zhang, Wei - 2018

Using stock market data over 16 years for Chinese stock markets and over 3 years for U.S. stock markets, this study explores the explanatory power of early intraday market-wide up and down movements to the subsequent intraday returns within the same trading day. As compared to the closing of the...

Persistent link: https://www.econbiz.de/10012926381

How does economic policy uncertainty affect the bitcoin market?

Wang, Pengfei; Li, Xiao; Shen, Dehua; Zhang, Wei - In: Research in international business and finance 53 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012549178

Is idiosyncratic volatility priced in cryptocurrency markets?

Zhang, Wei; Li, Yi - In: Research in international business and finance 54 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012550051

Intraday momentum in Chinese commodity futures markets

Zhang, Wei; Wang, Pengfei; Li, Yi - In: Research in international business and finance 54 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012581368