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Using Daily High-Low Time to Test for Intraday Random Walk in Two Index Futures Markets
Mok, Debby M.Y.; Lam, K.; Li, W. - In: Review of quantitative finance and accounting 14 (2000) 4, pp. 381-398
Persistent link: https://www.econbiz.de/10007180030
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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 effect of management control mechanisms through risk-taking incentives on asymmetric cost behavior
Li, Wulung; Natarajan, Ramachandran; Zhao, Yan; Zheng, … - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 219-243
Persistent link: https://www.econbiz.de/10012432637