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Common stochastic trends among Far East stock prices : effects of the Asian financial crisis

Choudhry, Taufiq; Lin, Lu; Peng, Ke - In: International review of financial analysis 16 (2007) 3, pp. 242-261

Persistent link: https://www.econbiz.de/10003510454

High-frequency exchange-rate prediction with an artificial neural network

Choudhry, Taufiq; McGroarty, Frank; Peng, Ke; Shiyun, Wang - In: Intelligent systems in accounting finance and … 19 (2012) 3, pp. 170-178

Persistent link: https://www.econbiz.de/10009667075

The downside of artificial intelligence (AI) in green choices : how AI recommender systems decrease green consumption

Wang, Kai; Lu, Lin; Fang, Junyi; Xing, Yiwei; Tong, Zelin; … - In: Managerial and decision economics : MDE ; the … 44 (2023) 6, pp. 3346-3353

Persistent link: https://www.econbiz.de/10014340932

Holding periods, illiquidity, and disposition effect in the Chinese stock markets

Visaltanachoti, Nuttawat; Luo, Hang; Lin, Lu - 2005

Persistent link: https://www.econbiz.de/10003332109

Holding Periods, Illiquidity, and Disposition Effect in the Chinese Stock Markets

Visaltanachoti, Nuttawat - 2017

This article examines the relation between average holding periods, stock illiquidity and investors' disposition effects in the Chinese stock markets between 1996 and 2003. The results show that Chinese investors' holding periods are longer for illiquid stocks and are inversely associated with...

Persistent link: https://www.econbiz.de/10012974661

Holding periods, illiquidity and disposition effect in the Chinese stock markets

Visaltanachoti, Nuttawat; Luo, Hang (Robin); Lin, Lu - In: Applied financial economics 17 (2007) 13/15, pp. 1265-1274

Persistent link: https://www.econbiz.de/10003590654

Time varying prediction of UK asset returns

Liu, Jiang (contributor); Peng, Ke (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001959350

The momentum and mean reversion of Nikkei index futures : a Markov chain analysis

Peng, Ke; Shiyun, Wang - In: Advances in quantitative analysis of finance and … 6 (2008), pp. 239-251

Persistent link: https://www.econbiz.de/10003733886

The impact of revenue diversification on bank profitability and stability : empirical evidence from South Asian countries

Nisar, Shoaib; Peng, Ke; Wang, Susheng; Ashraf, Badar Nadeem - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-25

This paper is a contribution to the ongoing debate on the benefits and drawbacks of bank revenue diversification. Revenue diversification may benefit banks if diversified activities are inherently less risky and possess high returns, while it may hurt banks if diversified activities are more...

Persistent link: https://www.econbiz.de/10011883276

Banking sector profitability, before, during and after global financial crisis : evidence from a developing economy

Nisar, Shoaib; Peng, Ke; Wang, Susheng; Ahmed, Jaleel - In: International journal of finance & banking studies : JJFBS 6 (2017) 3, pp. 22-38

Persistent link: https://www.econbiz.de/10011765015