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[Rezension von: Smith, Anthony D., International financial markets]

Poon, Ser-Huang - In: The economic journal : the journal of the Royal … 104 (1994) 425, pp. 967-969

Persistent link: https://www.econbiz.de/10001346452

Persistence and mean reversion in UK stock returns

Poon, Ser-Huang - In: European financial management : the journal of the … 2 (1996) 2, pp. 169-196

Persistent link: https://www.econbiz.de/10001205668

A practical guide to forecasting : financial markets volatility

Poon, Ser-Huang - 2005

Persistent link: https://www.econbiz.de/10013489917

Stock returns and volatility : an empirical study of the UK stock market

Poon, Ser-Huang - In: Journal of banking & finance 16 (1992) 1, pp. 37-59

Persistent link: https://www.econbiz.de/10001330028

The reality of stock market jumps diversification

Chen, Mark Ke; Vitiello, Luiz; Hyde, Stuart; Poon, Ser-Huang - In: Journal of international money and finance 86 (2018), pp. 171-188

Persistent link: https://www.econbiz.de/10012000491

High frequency trading and mini flash crashes

Golub, Anton; Keane, John; Poon, Ser-Huang - 2012

We analyse all Mini Flash Crashes (or Flash Equity Failures) in the US equity markets in the four most volatile months during 2006-2011. In contrast to previous studies, we find that Mini Flash Crashes are the result of regulation framework and market fragmentation, in particular due to the...

Persistent link: https://www.econbiz.de/10010420137

Fast approximation of loan portfolio loss

Bai, Jenny; Seppälä, Heikki; Poon, Ser-Huang - In: Global credit review 4 (2014), pp. 67-85

Persistent link: https://www.econbiz.de/10010422179

Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors

Lee, Yong Woong; Poon, Ser-Huang - In: Journal of economic dynamics & control 41 (2014), pp. 69-92

Persistent link: https://www.econbiz.de/10010425019

Estimating dynamic copula dependence using intraday data

Grossmass, Lidan; Poon, Ser-Huang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 501-529

Persistent link: https://www.econbiz.de/10011339412

Market liquidity and institutional trading during the 2007 - 8 financial crisis

Poon, Ser-Huang; Rockinger, Michael; Stathopoulos, … - In: International review of financial analysis 30 (2013), pp. 86-97

Persistent link: https://www.econbiz.de/10010459996

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