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A specialised volatility index for the new GICS sector: real estate
Mi, Lin; Benson, Karen; Faff, Robert W. - In: Economic modelling 70 (2018), pp. 438-446
Persistent link: https://www.econbiz.de/10012027965
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Firm location effect on underwriting, subscription, and underpricing : evidence from IPOs in China
Liu, Lewis; Neupane, Suman; Zhang, Lei - In: Economic modelling 108 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013347963
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Modeling and forecasting return jumps using realized variation measures
Liu, Yi; Liu, Huifang; Zhang, Lei - In: Economic modelling 76 (2019), pp. 63-80
Persistent link: https://www.econbiz.de/10012198262
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Strategic or substantive green innovation : how do non-green firms respond to green credit policy?
Hu, Yi; Jin, Shuchang; Ni, Juan; Peng, Kai; Zhang, Lei - In: Economic modelling 126 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014462642