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type_genre:"Article in journal"
~person:"Liu, Zhenya"
~subject:"Stock market"
~subject:"USA"
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Liu, Zhenya
Lee, Seoki
22
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18
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17
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16
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1
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Cao, Ruanmin
;
Horváth, Lajos
;
Liu, Zhenya
;
Zhao, Yuqian
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 335-358
Persistent link: https://www.econbiz.de/10012232846
Saved in:
2
Decoding Chinese stock market returns : three-state hidden semi-Markov model
Liu, Zhenya
;
Wang, Shixuan
- In:
Pacific-Basin finance journal
44
(
2017
),
pp. 127-149
Persistent link: https://www.econbiz.de/10011800749
Saved in:
3
Understanding the Chinese stock market : international comparison and policy implications
Liu, Zhenya
;
Wang, Shixuan
- In:
Economic and political studies : EPS
5
(
2017
)
3/4
,
pp. 441-455
Persistent link: https://www.econbiz.de/10011879885
Saved in:
4
The Chinese stock market : a casino with 'buffer zones'?
Girardin, Eric
;
Liu, Zhenya
- In:
Journal of Chinese economic and business studies
1
(
2003
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10001755970
Saved in:
5
Bank credit and seasonal anomalies in
China
's stock markets
Girardin, Eric
;
Liu, Zhenya
- In:
China economic review : an international journal
16
(
2005
)
4
,
pp. 465-483
Persistent link: https://www.econbiz.de/10003228759
Saved in:
6
The financial integration of
China
: new evidence on temporally aggregated data for the A-share market
Girardin, Eric
;
Liu, Zhenya
- In:
China economic review : an international journal
18
(
2007
)
3
,
pp. 354-371
Persistent link: https://www.econbiz.de/10003500659
Saved in:
7
Exploring the nonlinear idiosyncratic volatility puzzle : evidence from
China
Li, Bo
;
Boubaker, Sabri
;
Liu, Zhenya
;
Louhichi, Waël
; …
- In:
Computational economics
62
(
2023
)
2
,
pp. 527-559
Persistent link: https://www.econbiz.de/10014382734
Saved in:
8
Industry momentum with correlation consolidation : evidence from
China
Boubaker, Sabri
;
Du, Lechuan
;
Liu, Zhenya
- In:
The journal of asset management : a major new, …
23
(
2022
)
1
,
pp. 73-82
Persistent link: https://www.econbiz.de/10013170893
Saved in:
9
The evolvement of momentum effects in
China
: evidence from functional data analysis
Li, Bo
;
Liu, Zhenya
;
Teka, Hanen
;
Wang, Shixuan
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279043
Saved in:
10
Customer relationships, corporate social responsibility, and stock price reaction : lessons from
China
during health crisis times
Boubaker, Sabri
;
Liu, Zhenya
;
Zhan, Yaosong
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553682
Saved in:
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