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High frequency market making during stressed periods
Xu, Ke - In: International review of economics & finance : IREF 87 (2023), pp. 379-397
Persistent link: https://www.econbiz.de/10014472358
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Fractional cointegration and price discovery in Canadian commodities
Xu, Ke; Stewart, Kenneth G.; Cao, Zeyang - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10014225743
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The impact of RMB's SDR inclusion on price discovery in onshore-offshore markets
Chen, Yu-Lun; Xu, Ke - In: Journal of banking & finance 127 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012820935
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A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke - In: Journal of empirical finance 38 (2016), pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
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Incremental upper bound for the maximum clique problem
Li, Chu-Min; Fang, Zhiwen; Jiang, Hua; Xu, Ke - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 137-153
Persistent link: https://www.econbiz.de/10011848219
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Digital finance, social security expenditures, and rural-urban household income poverty : evidence based on an area and household level analysis
Xu, Ke - In: Finance research letters 60 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014490268
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Trade friction and price discovery in the USD-CAD spot and forward markets
Yan, Meng; Chen, Jian; Song, Victor; Xu, Ke - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013413582
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Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke; Chen, Yu-Lun; Liu, Bo; Chen, Jian - In: The journal of futures markets 44 (2024) 4, pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
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COVID-19 vaccine and post-pandemic recovery : evidence from Bitcoin cross-asset implied volatility spillover
Di, Michael; Xu, Ke - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014245299
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Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market
Xu, Ke; Chen, Yu-Lun; Yang, J. Jimmy - In: International review of financial analysis 90 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014470359