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Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Li, Xiaoming; Xu, Qing - In: Applied financial economics 18 (2008) 1/3, pp. 213-227
Persistent link: https://www.econbiz.de/10003739043
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A variance ratio test of the behaviour of Chinese stock indices
Zhang, Bing; Li, Xindan - In: Applied economics letters 15 (2008) 7/9, pp. 567-571
Persistent link: https://www.econbiz.de/10003741319
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The asymmetric behaviour of stock returns and volatilities : evidence from Chinese stock market
Zhang, Bing; Li, Xindan - In: Applied economics letters 15 (2008) 10/12, pp. 959-962
Persistent link: https://www.econbiz.de/10003785991
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Foreign direct investment and economic growth : an increasingly endogenous relationship
Li, Xiaoying; Liu, Xiaming - 2008
Persistent link: https://www.econbiz.de/10003789644
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Do calendar effects still exist in the Chinese stock markets?
Zhang, Bing; Li, Xindan - In: Journal of Chinese economic and business studies 4 (2006) 2, pp. 151-163
Persistent link: https://www.econbiz.de/10003351577
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A revisit of international stock market linkages : new evidence from rank tests for nonlinear cointegration
Li, Xiaoming - In: Scottish journal of political economy : the journal of … 53 (2006) 2, pp. 174-197
Persistent link: https://www.econbiz.de/10003304568
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Forecasting stock market volatility and assessing information content present in S&P/ASX 200 index option prices
Buhr, Klaus E.; Li, Xiaoming; Rose, Lawrence Craig - 2005
Persistent link: https://www.econbiz.de/10003332229
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From the EMS to EMU : has there been any change in the behaviour of exchange rate correlation?
Li, Xiaoming (contributor) - 2008
Persistent link: https://www.econbiz.de/10003792329
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Demand evolution in stochastic inventory systems : riskiness increase
Li, Xiaoming - In: International journal of production economics 116 (2008) 2, pp. 182-189
Persistent link: https://www.econbiz.de/10003795314
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Low-cost momentum strategies
Li, Xiafei; Brooks, Chris; Miffre, Joëlle - In: The journal of asset management 9 (2008/09) 6, pp. 366-379
Persistent link: https://www.econbiz.de/10003812497