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Is the "perfect" timing strategy truly perfect?
Lam, Kin; Li, Wei - In: Review of quantitative finance and accounting 22 (2004) 1, pp. 39-51
Persistent link: https://www.econbiz.de/10001919343
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Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka; Li, Wei - In: Review of quantitative finance and accounting 42 (2014) 4, pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
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The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye; Li, Wei; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 235-267
Persistent link: https://www.econbiz.de/10003846977
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The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye; Li, Wei; Cheng, Louis T.W. - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 235-268
Persistent link: https://www.econbiz.de/10008248055
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Is the 'Perfect' Timing Strategy Truly Perfect?
Lam, K.; Li, Wei - In: Review of quantitative finance and accounting 22 (2004) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10007155880
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Product market competition, stock price informativeness, and IFRS adoption : evidence from Europe
Wang, Jing; Li, Wei; Forst, Arno - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1537-1559
Persistent link: https://www.econbiz.de/10012549875