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Effect of inventory announcements on crude oil price volatility

Bu, Hui - In: Energy economics 46 (2014), pp. 485-494

Persistent link: https://www.econbiz.de/10011298955

Time-varying comovement and changes of comovement structure in the Chinese stock market : a causal network method

Bu, Hui; Tang, Wenjin; Wu, Junjie - In: Economic modelling 81 (2019), pp. 181-204

Persistent link: https://www.econbiz.de/10012201934

Market structure, fragmentation, and market quality

Bennett, Paul; Li, Wei - In: Journal of financial markets 9 (2006) 1, pp. 49-78

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Market structure, fragmentation, and market quality

Li, Wei; Bennett, Paul - 2005

Persistent link: https://www.econbiz.de/10003279240

Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?

Li, Wei; Zhang, Junchao; Cao, Xiangye; Han, Wei - In: Finance research letters 62 (2024) 2, pp. 1-10

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Volatilities implied by price changes in the S&P 500 options and futures contracts

Hilliard, Jitka; Li, Wei - In: Review of quantitative finance and accounting 42 (2014) 4, pp. 599-626

Persistent link: https://www.econbiz.de/10010431376

Daily institutional trades and stock price volatility in a retail investor dominated emerging market

Li, Wei; Wang, Steven Shuye - In: Journal of financial markets 13 (2010) 4, pp. 422-447

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The impact of H-share derivatives on the underlying equity market

Wang, Steven Shuye; Li, Wei; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 235-267

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Daily Institutional Trades and Stock Price Volatility in a Retail Investor Dominated Emerging Market

Li, Wei - 2010

We examine the short-run dynamic relation between daily institutional trading and stock price volatility in a retail investor-dominated emerging market. We find a significantly negative relation between volatility and institutional net trading that is mainly due to the unexpected institutional...

Persistent link: https://www.econbiz.de/10013142178

Market structure, fragmentation and market quality : evidence from recent listing switches

Bennett, Paul (contributor); Wei, Li (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001951333