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Intraday time-series momentum...
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1
Investor heterogeneity and anchoring-induced momentum
Oniščenko, Olena
;
Zhao, Jing
;
Kongahawatte, Sampath
; …
- In:
Journal of behavioral and experimental finance
42
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014547946
Saved in:
2
Does average skewness matter? : evidence from the Taiwanese stock market
Li, Mingyi
;
Onishchenko, Olena
;
Zhao, Jing
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012491937
Saved in:
3
A novel market efficiency index for energy futures and their term structure risk premiums
Kuruppuarachchi, Duminda
;
Premachandra, I. M.
;
Roberts, …
- In:
Energy economics
77
(
2019
),
pp. 23-33
Persistent link: https://www.econbiz.de/10012306336
Saved in:
4
Currency option pricing : mean reversion and multi-scale stochastic volatility
Wong, Hoi Ying
;
Zhao, Jing
- In:
The journal of futures markets
30
(
2010
)
10
,
pp. 938-956
Persistent link: https://www.econbiz.de/10008900932
Saved in:
5
A hidden markov model approach to information-based trading : theory and applications
Yin, Xiangkang
;
Zhao, Jing
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1210-1234
Persistent link: https://www.econbiz.de/10011431764
Saved in:
6
Factor reversal in the euro zone stock returns : evidence from the crisis period
Chou, Hsin-I
;
Zhao, Jing
;
Suardi, Sandy
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 28-55
Persistent link: https://www.econbiz.de/10011299871
Saved in:
7
Cognitive limitation and investment performance : evidence from limit order clustering
Kuo, Wei-Yu
;
Lin, Tse-Chun
;
Zhao, Jing
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 838-875
Persistent link: https://www.econbiz.de/10011337556
Saved in:
8
Commodity derivatives pricing with cointegration and stochastic covariances
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 476-486
Persistent link: https://www.econbiz.de/10011338124
Saved in:
9
United we stand divided we fall : the time-varying factors driving European Union stock returns
Chiang, Shu-hen
;
Liu, Wen-Chien
;
Suardi, Sandy
;
Zhao, Jing
- In:
Journal of international financial markets, …
71
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012800065
Saved in:
10
Employee treatment and bank default risk during the credit crisis
Nguyen, Tu
;
Suardi, Sandy
;
Zhao, Jing
- In:
Journal of financial services research
59
(
2021
)
3
,
pp. 173-208
Persistent link: https://www.econbiz.de/10012547115
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