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Heterogeneity of agents, transaction costs and oil price dynamics
Li, Xiaoping; Zhao, Yueqiang; Zhou, Chunyang; Qiu, Huan - In: Applied economics 56 (2024) 59, pp. 8637-8649
Persistent link: https://www.econbiz.de/10015141879
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Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang; Qin, Xiao; Diao, Xundi; He, Yingchen - In: Applied economics 48 (2016) 31/33, pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
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Heterogeneous trading of option implied volatility
Li, Xiaoping; Zhou, Chunyang; Huang, Wei - In: Applied economics 55 (2023) 9, pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
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Are analysts effective speaking tubes? : evidence from site visits
Wang, Jun; Wu, Chongfeng - In: Applied economics 55 (2023) 2, pp. 170-187
Persistent link: https://www.econbiz.de/10013494413
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A nonlinear Granger causality test between stock returns and investor sentiment for Chinese stock market : a wavelet-based approach
Chu, Xiaojun; Wu, Chongfeng; Qiu, Jianying - In: Applied economics 48 (2016) 19/21, pp. 1915-1924
Persistent link: https://www.econbiz.de/10011590017
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The asymmetric effect of retail investor attention : new evidence frompost-recommendation revision drift
Huang, Rui; Chen, Xing; Wu, Chongfeng - In: Applied economics 56 (2024) 56, pp. 7501-7516
Persistent link: https://www.econbiz.de/10015133718
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Attention allocation and return comovement when trading on smartphones : evidence from China
Li, Zhuolei; Diao, Xundi; Wu, Chongfeng - In: Applied economics 56 (2024) 25, pp. 3011-3031
Persistent link: https://www.econbiz.de/10014526562
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Worldwide earnings news and equity price movement : a supply-chain perspective
Chen, Xing; Li, Chenchen; Wu, Chongfeng - In: Applied economics 55 (2023) 40, pp. 4695-4711
Persistent link: https://www.econbiz.de/10014302559