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~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
92
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1
Order dynamics during the flash crash
Ang, James S.
;
Hunsader, Kenneth J.
;
Zhang, Shaojun
- In:
The journal of asset management
20
(
2019
)
5
,
pp. 365-383
Persistent link: https://www.econbiz.de/10012117592
Saved in:
2
An evaluation of testing procedures for long horizon event studies
Ang, James S.
;
Zhang, Shaojun
- In:
Review of quantitative finance and accounting
23
(
2004
)
3
,
pp. 251-274
Persistent link: https://www.econbiz.de/10002418437
Saved in:
3
Underwriting relationships : information production costs, underwriting fees, and first mover advantage
Ang, James S.
;
Zhang, Shaojun
- In:
Review of quantitative finance and accounting
27
(
2006
)
2
,
pp. 205-229
Persistent link: https://www.econbiz.de/10003349682
Saved in:
4
League table : a study of the competition to underwrite floating rate debt
Ang, James S.
;
Zhang, Shaojun
- In:
Journal of international financial markets, …
14
(
2004
)
4
,
pp. 329-349
Persistent link: https://www.econbiz.de/10002141987
Saved in:
5
The business cycle and profitability of trading strategies
Yan, Yuxing
;
Zhang, Shaojun
- In:
Frontiers of business research in China : selected …
10
(
2016
)
4
,
pp. 525-547
Persistent link: https://www.econbiz.de/10011848573
Saved in:
6
Float, speculation and stock price : evidence from the split share structure reform in China
Hwang, Chuan-yang
;
Zhang, Shaojun
;
Zhu, Yanjian
- In:
The Singapore economic review : journal of the Economic …
63
(
2018
)
3
,
pp. 701-729
Persistent link: https://www.econbiz.de/10011959096
Saved in:
7
An improved estimation method and empirical properties of the probability of informed trading
Yan, Yuxing
;
Zhang, Shaojun
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 454-467
Persistent link: https://www.econbiz.de/10009511306
Saved in:
8
Quality of PIN estimates and the PIN-return relationship
Yan, Yuxing
;
Zhang, Shaojun
- In:
Journal of banking & finance
43
(
2014
),
pp. 137-149
Persistent link: https://www.econbiz.de/10010409000
Saved in:
9
Trading on inside information : evidence from the share-structure reform in China
Tong, Wilson H.
;
Zhang, Shaojun
;
Zhu, Yanjian
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1422-1436
Persistent link: https://www.econbiz.de/10009729089
Saved in:
10
The volatility risk premium embedded in currency options
Sin, Low B.
;
Zhang, Shaojun
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
4
,
pp. 803-832
Persistent link: https://www.econbiz.de/10003242811
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