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Liang, Fang
8
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7
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4
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3
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3
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3
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3
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ECONIS (ZBW)
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21
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
Saved in:
22
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
Saved in:
23
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
Saved in:
24
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
Saved in:
25
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
Saved in:
26
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
Saved in:
27
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
Saved in:
28
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
Saved in:
29
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
Saved in:
30
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
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