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Competition, premature trading and excess volatility

Deb, Pragyan; Koo, Bonsoo; Liu, Zijun - In: Journal of banking & finance 41 (2014), pp. 178-193

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010408477

Stock market manipulation in the presence of fund flows

Liu, Xiangbo; Liu, Zijun; Qiu, Zhigang - In: Annals of economics and finance 14 (2013) 2, pp. 483-491

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010480658

Revisiting post-downgrade stock underperformance : the impact of credit watch placements on downgraded firms’ long-term recovery

Liu, Alfred Zhu; Sun, Le - In: Journal of accounting, auditing & finance 32 (2017) 2, pp. 271-299

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011672300

Competition, Premature Trading and Excess Volatility

Deb, Pragyan - 2013

A substantial body of research suggests that it is difficult to account for all of the asset price volatility in terms of news. This paper attempts to explain the excess volatility puzzle as a consequence of competitive interaction between market participants. We develop a model of competitive...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013091391

Jumps at ultra-high frequency : evidence from the Chinese stock market

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Persistent link: https://ebvufind01.dmz1.zbw.eu/10013332776

VIX and stock market volatility predictability : a new approach

Liu, Zhichao; Liu, Jing; Zeng, Qing; Wu, Lan - In: Finance research letters 48 (2022), pp. 1-5

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013460221

Incorporating media news to predict financial distress : case study on Chinese listed companies

Zhang, Lifang; Abedin, Mohammad Zoynul; Liu, Zhenkun - In: Journal of forecasting 43 (2024) 5, pp. 1374-1398

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015108390

On bivariate time-varying price staleness

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Persistent link: https://ebvufind01.dmz1.zbw.eu/10014449902

The roles of political risk and crude oil in stock market based on quantile cointegration approach : a comparative study in China and US

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Persistent link: https://ebvufind01.dmz1.zbw.eu/10012820832

A quasi-natural experiment : product market competition and stock price crash risk

Li, Jia; Luo, Zhengying - In: Global economic review 51 (2022) 1, pp. 18-42

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012821115