Similar Search Results

An MA-MRR model for transaction-level analysis of high-frequency trading processes

Zhang, Qiang; Lu, Zu-di; Liu, Shancun; Yang, Haijun; … - In: Journal of management science and engineering 9 (2024) 1, pp. 53-61

The transaction-level analysis of security price changes by Madhavan, Richardson, and Roomans (1997, hereafter MRR) is a useful framework for financial analysis. The first-order Markov property of trading indicator variables is a critical assumption in the MRR model, which contradicts the...

Persistent link: https://www.econbiz.de/10014504715

Costly information acquisition and public disclosure : implications for investor welfare

Chen, Binbin; Liu, Shancun; Zhang, Qiang - In: Applied economics letters 27 (2020) 11, pp. 880-885

Persistent link: https://www.econbiz.de/10012266939

Market manipulation with sentiment traders

Zeng, Qingduo; Liu, Shancun; Qu, Yi; Zhang, Qiang - In: Applied economics letters 25 (2018) 4, pp. 239-243

Persistent link: https://www.econbiz.de/10011854306

Can public information promote market stability?

Chen, Binbin; Liu, Shancun; Zhang, Qiang - In: Economics letters 143 (2016), pp. 103-106

Persistent link: https://www.econbiz.de/10011616982

How does an online influencer manipulate the stock market?

Zhang, Zhigang; Zhang, Qiang; Liu, Shancun; Wang, Jiarui - In: Finance research letters 58 (2023) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014581441

The more myopic, the more chaos? : how the degree of traders’ short-termism affects the financial market equilibrium

Chen, Binbin; Liu, Shancun; Liu, Zhiyong - In: International review of economics & finance : IREF 75 (2021), pp. 596-608

Persistent link: https://www.econbiz.de/10012692803

Following behaviour and predatory trading

Yang, Shichao; Liu, Shancun; Zeng, Qingduo; Zhang, Zhigang - In: Applied economics letters 28 (2021) 13, pp. 1125-1129

Persistent link: https://www.econbiz.de/10012589975

Discretionary liquidity trading, information production and market efficiency

Liu, Xia; Liu, Shancun; Qi, Zhen; Wen, Chunhui - In: Finance research letters 35 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012438408

Institutional investor' proportions and inactive trading

Wang, Jiarui; Liu, Shancun; Yang, Haijun - In: International review of financial analysis 82 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013431198

Human capital, weak identification, and asset pricing

Zhang, Qiang - In: Journal of money, credit and banking : JMCB 38 (2006) 4, pp. 873-899

Persistent link: https://www.econbiz.de/10003343651

1
2
3
4
5
6
7
8
Next
Last