Similar Search Results

Dynamic dependence structure between Chinese stock market returns and RMB exchange rates

Li, Rong; Hu, Zongyi; Li, Sufang; Yu, Keming - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 15, pp. 3553-3574

Persistent link: https://www.econbiz.de/10012211176

Do Chinese mutual funds time the market?

Yi, Li; Liu, Zilan; Lei, He; Qin, Zilong; Gan, Shunli - In: Pacific-Basin finance journal 47 (2018), pp. 1-19

Persistent link: https://www.econbiz.de/10012028001

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

Bond intraday momentum

Zhang, Wei; Wang, Pengfei; Li, Yi - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012815421

Does intraday time-series momentum exist in Chinese stock index futures market?

Li, Yi; Shen, Dehua; Wang, Pengfei; Zhang, Wei - In: Finance research letters 35 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012438384

Essays on sovereign credit default swaps

Li, Yi - 2020

This dissertation consists of three essays on sovereign credit default swaps (CDSs). The first essay studies the relationship between the China sovereign and bank CDS spreads and the determinants of the China sovereign CDS spread changes using the copula model and regression analysis. Our...

Persistent link: https://www.econbiz.de/10012297972

Does mutual fund illiquidity introduce fragility into asset prices? : evidence from the corporate bond market

Jiang, Hao; Li, Yi; Sun, Zheng; Wang, Ashley - In: Journal of financial economics 143 (2022) 1, pp. 277-302

Persistent link: https://www.econbiz.de/10013350649