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Some hypotheses on commonality in liquidity : new evidence from the Chinese stock market
Narayan, Paresh Kumar; Zhang, Zhichao; Zheng, Xinwei - 2010
Persistent link: https://www.econbiz.de/10008665200
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Gold and oil futures markets : are markets efficient?
Narayan, Paresh Kumar; Narayan, Seema; Zheng, Xinwei - 2010
Persistent link: https://www.econbiz.de/10008665179
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Asymmetric information and market collapse
Narayan, Paresh Kumar; Zheng, Xinwei - 2010
Persistent link: https://www.econbiz.de/10008665203
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The relationship between liquidity and returns on the Chinese stock market
Narayan, Paresh Kumar; Zheng, Xinwei - In: Journal of Asian economics 22 (2011) 3, pp. 259-266
Persistent link: https://www.econbiz.de/10009244045
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An analysis of inflation and stock returns for the UK
Li, Lifang; Narayan, Paresh Kumar; Zheng, Xinwei - In: Journal of international financial markets, … 20 (2010) 5, pp. 519-532
Persistent link: https://www.econbiz.de/10009247747
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Testing for stock return predictability in a large Chinese panel
Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100
Persistent link: https://www.econbiz.de/10011538541
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An analysis of firm and market volatility
Sharma, Susan Sunila; Narayan, Paresh Kumar; Zheng, Xinwei - In: Economic systems 38 (2014) 2, pp. 205-220
Persistent link: https://www.econbiz.de/10010459726
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Asymmetric information and market decline : evidence from the Chinese market
Narayan, Paresh Kumar; Zheng, Xinwei - In: Review of Pacific Basin financial markets and policies 15 (2012) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10009671276
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Market liquidity risk factor and financial market anomalies : evidence from the Chinese stock market
Narayan, Paresh Kumar; Zheng, Xinwei - In: Pacific-Basin finance journal 18 (2010) 5, pp. 509-520
Persistent link: https://www.econbiz.de/10009271828
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Commonality in Liquidity in Emerging Markets : Evidence from the Chinese Stock Market
Narayan, Paresh Kumar - 2011
In this paper, we examine four specific hypotheses relating to commonality in liquidity on the Chinese stock exchanges. These hypotheses are: (a) that market-wide liquidity determines liquidity of individual stocks; (b) that liquidity varies with firm size; (c) that market liquidity affects stock...
Persistent link: https://www.econbiz.de/10013134432