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Evaluating the accrual anomaly in the Chinese stock market with the decomposition method
Huang, Zhuo; Qiu, Zhimin; Lin, Dawei - In: China economic journal : the official journal of the … 13 (2020) 3, pp. 270-289
Persistent link: https://www.econbiz.de/10012384412
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Revisiting the risk-return relation in the Chinese stock market : decomposition of risk premium and volatility feedback effect
Liu, Hao; Shen, Shihan; Wang, Tianyi; Huang, Zhuo - In: China economic journal : the official journal of the … 9 (2016) 2, pp. 140-153
Persistent link: https://www.econbiz.de/10011585334
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China's personal credit reporting system in the internet finance era : challenges and opportunities
Huang, Zhuo; Lei, Yang; Shen, Shihan - In: China economic journal : the official journal of the … 9 (2016) 3, pp. 288-303
Persistent link: https://www.econbiz.de/10011585456
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Exponential GARCH modeling with realized measures of volatility
Hansen, Peter Reinhard; Huang, Zhuo - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 269-287
Persistent link: https://www.econbiz.de/10011691332
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Modeling long memory volatility using realized measures of volatility : a realized HAR GARCH model
Huang, Zhuo; Liu, Hao; Wang, Tianyi - In: Economic modelling 52 (2016), pp. 812-821
Persistent link: https://www.econbiz.de/10011643050
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The spillover of macroeconomic uncertainty between the U.S. and China
Huang, Zhuo; Tong, Chen; Qiu, Han; Shen, Yan - In: Economics letters 171 (2018), pp. 123-127
Persistent link: https://www.econbiz.de/10012021901
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Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo; Wang, Tianyi; Hansen, Peter Reinhard - In: The journal of futures markets 37 (2017) 4, pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
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Pricing the CBOE VIX futures with the Heston-Nandi GARCH model
Wang, Tianyi; Shen, Yiwen; Jiang, Yueting; Huang, Zhuo - In: The journal of futures markets 37 (2017) 7, pp. 641-659
Persistent link: https://www.econbiz.de/10011950860
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The impact of privatization on TFP : a quasi-experiment in China
Wang, Xiaohua; Luo, Zhi; Wang, Tianyi; Huang, Zhuo - In: Annals of economics and finance 18 (2017) 1, pp. 53-71
Persistent link: https://www.econbiz.de/10012109972
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Stock liquidity and firm value : evidence from China
Zhang, Lijie; Li, Yong; Huang, Zhuo; Chen, Xinhan - In: Applied economics letters 25 (2018) 1, pp. 47-50
Persistent link: https://www.econbiz.de/10011853628