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Does program trading contribute to excess comovement of stock returns?
Li, Mingyi; Yin, Xiangkang; Zhao, Jing - In: Journal of empirical finance 59 (2020), pp. 257-277
Persistent link: https://www.econbiz.de/10012437986
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The correlated trading and investment performance of individual investors
Kuo, Wei-Yu; Lin, Tse-Chun; Zhao, Jing - In: Journal of empirical finance 78 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015101658
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Modelling and forecasting short-term interest rate volatility : a semiparametric approach
Hou, Ai Jun; Suardi, Sandy - In: Journal of empirical finance 18 (2011) 4, pp. 692-710
Persistent link: https://www.econbiz.de/10009306533
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The effects of financial distress and capital structure on the work effort of outside directors
Chou, Hsin-i; Li, Hui; Yin, Xiangkang - In: Journal of empirical finance 17 (2010) 3, pp. 300-312
Persistent link: https://www.econbiz.de/10009267298
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Modelling and forecasting short-term interest rate volatility: A semiparametric approach
Hou, Ai Jun; Suardi, Sandy - In: Journal of empirical finance 18 (2011) 4, pp. 692-711
Persistent link: https://www.econbiz.de/10009291031