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The cross-section of stock returns on The Shanghai Stock Exchange

Wong, Kie Ann; Tan, Ruth Seow-kuan; Liu, Wei - In: Review of quantitative finance and accounting 26 (2006) 1, pp. 23-39

Persistent link: https://www.econbiz.de/10003271021

Can HFT profit in Chinese stock market?

Liu, Wei - In: Economics letters 209 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013209252

Stock market integration and financial crises : the case of Asia

Yang, Jian; Kolari, James W.; Min, Insik - In: Applied financial economics 13 (2003) 7, pp. 477-486

Persistent link: https://www.econbiz.de/10001770767

On the stability of long-run relationships between emerging and US stock markets

Yang, Jian; Kolari, James W.; Sutanto, Peter Wibawa - In: Journal of multinational financial management 14 (2004) 3, pp. 233-248

Persistent link: https://www.econbiz.de/10002539272

Market volatility, momentum, and reversal : a switching strategy

Butt, Hilal Anwar; Kolari, James W.; Sadaqat, Mohsin - In: The journal of asset management : a major new, … 25 (2024) 5, pp. 460-478

Persistent link: https://www.econbiz.de/10015192322

Dynamic linkages among equity markets : local versus basket currencies

Bessler, David A.; Kolari, James W.; Maung, Thein A. - In: Applied economics 43 (2011) 13/15, pp. 1703-1719

Persistent link: https://www.econbiz.de/10009239323

Stock market reaction to good and bad inflation news

Knif, Johan; Kolari, James W.; Pynnönen, Seppo - In: The journal of financial research 31 (2008) 2, pp. 141-166

Persistent link: https://www.econbiz.de/10003757328

Return dispersion risk in FX and global equity markets : does it explain currency momentum?

Grobys, Klaus; Heinonen, Jari-Pekka; Kolari, James W. - In: International review of financial analysis 56 (2018), pp. 264-280

Persistent link: https://www.econbiz.de/10012006275

Testing the information-based trading hypothesis in the option market : evidence from share repurchases

Badshah, Ihsan Ullah; Koerniadi, Hardjo; Kolari, James W. - In: Journal of risk and financial management : JRFM 12 (2019) 4/179, pp. 1-11

The informed options trading hypothesis posits that option prices lead stock prices. In this paper, we extended the research on this hypothesis to open-market share repurchases. Empirical tests showed that the implied volatility spread was not significantly related to buy-and-hold abnormal stock...

Persistent link: https://www.econbiz.de/10012171287

Choosing factors : the international evidence

Grobys, Klaus; Kolari, James W. - In: Applied economics 54 (2022) 6, pp. 633-647

Persistent link: https://www.econbiz.de/10012874235