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High-Frequency Liquidity in the Chinese Stock Market : Measurements, Patterns, and Determinants
Zhang, Ruixun; Zhao, Chaoyi; Chen, Yufan; Wu, Lintong; … - 2022
We explore a broad range of high-frequency liquidity measures for the Chinese stock market, based on a comprehensive tick-level dataset for stocks on the Shenzhen Stock Exchange (SZSE) with approximately 16.7 billion events in 2020. We integrate the raw event-level data into a granular and...
Persistent link: https://www.econbiz.de/10013492581
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Does digital finance contribute to regional economic growth? : evidence from RCEP countries
Zhang, Xinyi; Wang, Tianqi; Chen, Yufan - In: Finance research letters 62 (2024) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10014531187
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The growth of relative wealth and the Kelly criterion
Lo, Andrew W.; Orr, H. Allen; Zhang, Ruixun - In: Journal of bioeconomics 20 (2018) 1, pp. 49-67
Persistent link: https://www.econbiz.de/10012055186
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Biological economics ; Volume 1
Lo, Andrew W. (ed.); Zhang, Ruixun (ed.) - 2018
Persistent link: https://www.econbiz.de/10011840479
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Biological economics ; Volume 2
Lo, Andrew W. (ed.); Zhang, Ruixun (ed.) - 2018
Persistent link: https://www.econbiz.de/10011840480
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Biological economics
Lo, Andrew W. (ed.); Zhang, Ruixun (ed.) - 2018
Persistent link: https://www.econbiz.de/10011814263
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Variety is the spice of life : irrational behavior as adaptation to stochastic environments
Brennan, Thomas J.; Lo, Andrew W.; Zhang, Ruixun - In: The quarterly journal of finance 8 (2018) 3, pp. 1-39
Persistent link: https://www.econbiz.de/10011922009
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The adaptive markets hypothesis : an evolutionary approach to understanding financial system dynamics
Lo, Andrew W.; Zhang, Ruixun - 2024
Persistent link: https://www.econbiz.de/10013477563
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Social contagion and the survival of diverse investment styles
Hirshleifer, David; Lo, Andrew W.; Zhang, Ruixun - In: Journal of economic dynamics & control 154 (2023), pp. 1-36
Persistent link: https://www.econbiz.de/10014480309
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Explainable machine learning models of consumer credit risk
Davis, Randall; Lo, Andrew W.; Mishra, Sudhanshu; Wu, … - In: The journal of financial data science 5 (2023) 4, pp. 9-39
Persistent link: https://www.econbiz.de/10014424188