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Predicting exchange rates in Asia : new insights on the accuracy of survey forecasts
Kunze, Frederik, (2017)
Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz, (1997)
Forecasting volatility using historical data
Figlewski, Stephen, (1994)
A multi-factor measure for cross-market liquidity commonality
Wang, Jian-xin, (2010)
Asymmetric information and the bid-ask spread : an empirical comparison between automated order execution and open outcry auction
Wang, Jian-xin, (1999)
Forecasting volatility in Asian Stock Markets : contributions of local, regional, and global factors
Wang, Jian-xin, (2011)