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ECONIS (ZBW)
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1
It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
Scottish journal of political economy : the journal of …
63
(
2016
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10011454981
Saved in:
2
Does news matter in China's foreign exchange market? : Chinese RMB volatility and public information arrivals
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 302-321
Persistent link: https://www.econbiz.de/10011791354
Saved in:
3
Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 168-186
Persistent link: https://www.econbiz.de/10012036615
Saved in:
4
News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
5
Size matters after all : evidence from the Chinese stock market
Ho, Kin-Yip
;
An, Jiyoun
;
Zhang, Zhaoyong
- In:
China's rise and internationalization : regional and …
,
(pp. 237-249)
.
2020
Persistent link: https://www.econbiz.de/10012224031
Saved in:
6
What drives the liquidity premium in the Chinese stock market?
An, Jiyoun
;
Ho, Kin-Yip
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
Saved in:
7
Does US partisan conflict affect China's foreign exchange reserves?
Jiang, Xiandeng
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 21-33
Persistent link: https://www.econbiz.de/10012692438
Saved in:
8
Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
Saved in:
9
Public news arrival and the idiosyncratic volatility puzzle
Shi, Yanlin
;
Liu, Wai-man
;
Ho, Kin-Yip
- In:
Journal of empirical finance
37
(
2016
),
pp. 159-172
Persistent link: https://www.econbiz.de/10011662979
Saved in:
10
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
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