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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

How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 26 (2013), pp. 436-456

Persistent link: https://www.econbiz.de/10010367572

The Chinese IPO examination mechanism affected by administrative factors : new evidence from rejected IPO firms

Long, Hai; Zhang, Zhaoyong - In: Journal of economic research 19 (2014) 2, pp. 171-195

Persistent link: https://www.econbiz.de/10010421758

Stock split announcement and return volatility : evidence from Malaysia

Tabibian, S. Amir; Zhang, Zhaoyong - In: Journal of economic research 23 (2018) 3, pp. 265-290

Persistent link: https://www.econbiz.de/10011950657

Stock split rule changes and stock liquidity : evidence from Bursa Malaysia

Tabibian, S. Amir; Zhang, Zhaoyong; Ah Mand, Abdollah - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-16

We test the impact of stock split rule changes on liquidity behavior in Bursa Malaysia during 2004-2020. Using event study methodology, this study examines stock liquidity on and around stock split days through three subperiods of study, including the first (2004-2006), second (2007-2009), and...

Persistent link: https://www.econbiz.de/10012628112

How does news flow affect cross-market volatility spillovers? : evidence from China’s stock index futures and spot markets

Zhou, Xinmiao; Zhang, Junru; Zhang, Zhaoyong - In: International review of economics & finance : IREF 73 (2021), pp. 196-213

Persistent link: https://www.econbiz.de/10012692222

Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets

Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 46 (2018), pp. 168-186

Persistent link: https://www.econbiz.de/10012036615

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

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

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