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Measuring the information contect of limit order books
Chen, Shi - In: Econometric measures of financial risk in high dimensions, (pp. 1-36). 2017
Persistent link: https://www.econbiz.de/10011913344
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Impact of US uncertainty on Chinese stock market volatility
Hua, Renhai; Zhao, Pengfei; Yu, Honghai; Fang, Libing - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 3, pp. 576-592
Persistent link: https://www.econbiz.de/10012211481
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The role of the political cycle in the relationship between economic policy uncertainty and the long-run volatility of industry-level stock returns in the United States
Yu, Honghai; Fang, Libing; Zhang, Sunqi; Du, Donglei - In: Applied economics 50 (2018) 26, pp. 2932-2937
Persistent link: https://www.econbiz.de/10012037504
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The pricing efficiency of crude oil futures in the Shanghai International Exchange
Yang, Chen; Lv, Fei; Fang, Libing; Shang, Xingxing - In: Finance research letters 36 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012483367
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The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets
Fang, Libing; Chen, Baizhu; Yu, Honghai; Xiong, Cheng - In: Finance research letters 24 (2018), pp. 56-63
Persistent link: https://www.econbiz.de/10011982466
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Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023
Persistent link: https://www.econbiz.de/10013482253
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Performance and risk of energy industrial firms with stock pledge in China
Ni, Zaiwen; Fang, Libing; Liu, Haiyue; Lu, Xinyu - In: Finance research letters 46 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013341786