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~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
42
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1
The book-to-market anomaly in the Chinese stock markets
Ho, Kin-Yip
;
An, Jiyoun
;
Zhou, Lanyue
- In:
Journal of East Asian economic integration
19
(
2015
)
3
,
pp. 223-241
Persistent link: https://www.econbiz.de/10011376181
Saved in:
2
Value premium and institutional ownership in Chinese stock
An, Jiyoun
;
Ho, Kin-Yip
;
Zhou, Lanyue
- In:
KIEP visiting scholar's paper series
(
2011
),
pp. 366-384
Persistent link: https://www.econbiz.de/10009667753
Saved in:
3
What drives the liquidity premium in the Chinese stock market?
An, Jiyoun
;
Ho, Kin-Yip
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
Saved in:
4
Decomposing the value premium : the role of intangible information in the Chinese stock market
Ho, Kin-Yip
;
An, Jiyoun
- In:
Emerging markets review
44
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012414883
Saved in:
5
It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
Scottish journal of political economy : the journal of …
63
(
2016
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10011454981
Saved in:
6
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
Saved in:
7
Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 168-186
Persistent link: https://www.econbiz.de/10012036615
Saved in:
8
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
9
Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
Saved in:
10
Public news arrival and the idiosyncratic volatility puzzle
Shi, Yanlin
;
Liu, Wai-man
;
Ho, Kin-Yip
- In:
Journal of empirical finance
37
(
2016
),
pp. 159-172
Persistent link: https://www.econbiz.de/10011662979
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