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Volatility and correlation dynamics of the mainland Chinese and Hong Kong stock markets : evidence from the A-, B-, hand- and red chip markets

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The journal of wealth management 17 (2014/15) 2, pp. 55-67

Persistent link: https://www.econbiz.de/10010401008

It takes two to tango : a regime-switching analysis of the correlation dynamics between the Mainland Chinese and Hong Kong stock markets

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: Scottish journal of political economy : the journal of … 63 (2016) 1, pp. 41-65

Persistent link: https://www.econbiz.de/10011454981

News and return volatility of Chinese bank stocks

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: International review of economics & finance : IREF 69 (2020), pp. 1095-1105

Persistent link: https://www.econbiz.de/10012487527

Volume, volatility and information linkages in the stock and option markets

Ho, Kin-Yip; Lin Zheng; Zhang, Zhaoyong - In: Review of financial economics : RFE 21 (2012) 4, pp. 168-174

Persistent link: https://www.econbiz.de/10009703996

Size matters after all : evidence from the Chinese stock market

Ho, Kin-Yip; An, Jiyoun; Zhang, Zhaoyong - In: China's rise and internationalization : regional and …, (pp. 237-249). 2020

Persistent link: https://www.econbiz.de/10012224031

What drives the liquidity premium in the Chinese stock market?

An, Jiyoun; Ho, Kin-Yip; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012665482

Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices

Gao, Guangyuan; Ho, Kin-Yip; Shi, Yanlin - In: Pacific-Basin finance journal 61 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012494892

Conditional heteroscedasticity with leverage effect in stock returns : evidence from the Chinese stock market

Long, Ling; Tsui, Albert K.; Zhang, Zhaoyong - In: Economic modelling 37 (2014), pp. 89-102

Persistent link: https://www.econbiz.de/10010416824

How does split announcement affect stock liquidity? : evidence from Bursa Malaysia

Tabibian, S. Amir; Zhang, Zhaoyong; Jafarian, Mohsen - In: Risks : open access journal 8 (2020) 3/85, pp. 1-14

This study examines the impact of stock splits on stock liquidity in Bursa Malaysia from 2004-2018. The study uses event study methodology and investigates liquidity changes, the role of liquidity, and the relationship between abnormal returns and liquidity as well. We found a significant...

Persistent link: https://www.econbiz.de/10012293272

What Drives the Liquidity Premium in the Chinese Stock Market?

An, Jiyoun - 2020

This paper examines the dynamics of the liquidity premium in the Chinese stock market by adopting a multivariate decomposition approach to measure the individual contributions of various driving forces of the premium (such as firm size, idiosyncratic volatility, and market liquidity betas). By...

Persistent link: https://www.econbiz.de/10012832286