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An analysis of own account trading by dual traders in futures markets :a Bayesian approach

Chakravarty, Sugato; Li, Kai - 1999

Persistent link: https://www.econbiz.de/10001421897

An examination of own account trading by dual traders in futures markets

Chakravarty, Sugato (contributor); Li, Kai (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001756583

An analysis of own account trading by dual traders in futures markets : a Bayesian approach

Chakravarty, Sugato; Li, Kai - 2000

Persistent link: https://www.econbiz.de/10001462926

An examination of own account trading by dual traders in futures markets

Chakravarty, Sugato; Li, Kai - In: Journal of financial economics 69 (2003) 2, pp. 375-397

Persistent link: https://www.econbiz.de/10001778009

An examination of own account trading by dual traders in futures markets

Chakravarty, Sugato (contributor); Li, Kai (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001915102

An examination of own account trading by dual traders in futures markets

Chakravarty, Sugato (contributor); Li, Kai (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001915156

Director gender and mergers and acquisitions

Levi, Maurice D.; Li, Kai; Zhang, Feng - In: The journal of corporate finance : contracting, … 28 (2014), pp. 185-200

Persistent link: https://www.econbiz.de/10010426181

Financial constraints, cash flow timing patterns, and asset prices

Hu, Weiping; Li, Kai; Zhang, Xiao - In: Journal of financial economics 157 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015072443

Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model

He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987

Persistent link: https://www.econbiz.de/10009573416

Herding, Trend Chasing and Market Volatility

Di Guilmi, Corrado - 2014

We introduce a heterogeneous agent asset pricing model in continuous-time to show that trend chasing, switching and herding all contribute to market volatility in price and return and volatility clustering, but their impact are different. On the one hand, the fluctuations of market price and...

Persistent link: https://www.econbiz.de/10013058172